+11,000.4%
RY vs SPY
+2,047.3%
+8,953.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.5% |
| 7D | -0.9% | -2.7% | +1.8% | +1.2% |
| 30D | +5.9% | -5.4% | +11.3% | +10.5% |
| 3M | -4.3% | -4.1% | -0.2% | -1.1% |
| 6M | +12.1% | +0.7% | +11.4% | +11.3% |
| YTD | +20.3% | +8.7% | +11.6% | +12.4% |
| 1Y | +41.0% | +10.9% | +30.1% | +29.6% |
| 3Y | +157.5% | +75.0% | +82.5% | +62.6% |
| 5Y | +123.2% | +67.8% | +55.4% | +44.0% |
| 10Y | +365.7% | +312.9% | +52.8% | +44.4% |
| All | +11,000.4% | +2,047.3% | +8,953.1% | +954.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling