+371.5%
RY vs COO
+49.3%
+322.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.3% |
| 7D | +3.1% | -2.2% | +5.3% | +3.8% |
| 30D | -0.3% | -7.0% | +6.7% | +1.7% |
| 3M | +8.7% | +12.2% | -3.5% | +4.4% |
| 6M | +28.5% | -15.1% | +43.7% | +34.1% |
| YTD | +25.1% | -15.1% | +40.2% | +30.4% |
| 1Y | +46.3% | +2.3% | +44.0% | +43.5% |
| 3Y | +154.9% | -23.7% | +178.6% | +166.3% |
| 5Y | +140.3% | -38.9% | +179.2% | +165.9% |
| All | +371.5% | +49.3% | +322.2% | +309.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded COO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling