+11,069.9%
RY vs SPY
+2,090.0%
+8,979.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | -0.9% |
| 7D | -0.6% | -0.6% | 0.0% | -0.2% |
| 30D | +6.1% | -3.7% | +9.8% | +9.2% |
| 3M | -3.4% | -2.7% | -0.6% | -1.3% |
| 6M | +12.8% | +2.2% | +10.6% | +10.7% |
| YTD | +21.0% | +10.8% | +10.2% | +11.3% |
| 1Y | +40.5% | +11.2% | +29.2% | +28.8% |
| 3Y | +159.9% | +76.5% | +83.4% | +63.0% |
| 5Y | +125.0% | +72.9% | +52.0% | +41.7% |
| 10Y | +350.6% | +304.8% | +45.8% | +41.9% |
| All | +11,069.9% | +2,090.0% | +8,979.9% | +944.3% |
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