+126.5%
RY vs SPY
+74.6%
+51.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.8% | -0.3% |
| 7D | -3.0% | -0.9% | -2.1% | -2.4% |
| 30D | +6.3% | -2.4% | +8.6% | +7.9% |
| 3M | -2.6% | -1.2% | -1.4% | -1.9% |
| 6M | +13.9% | +3.3% | +10.6% | +11.4% |
| YTD | +21.7% | +12.3% | +9.4% | +12.6% |
| 1Y | +40.4% | +12.4% | +28.0% | +29.8% |
| 3Y | +161.3% | +78.8% | +82.5% | +75.1% |
| 5Y | +126.5% | +75.2% | +51.3% | +50.4% |
| All | +126.5% | +74.6% | +51.8% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 5y: compounded portfolio wealth divided by compounded SPY 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…
5y analysis · Full analysis span regression · 6 months rolling