+348.6%
RY vs USFR
+28.6%
+320.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | +5.0% | +0.4% | +4.7% | +4.8% |
| 3M | -5.3% | +1.1% | -6.4% | -5.8% |
| 6M | +13.8% | +2.0% | +11.8% | +12.7% |
| YTD | +21.0% | +3.5% | +17.5% | +18.8% |
| 1Y | +40.5% | +4.1% | +36.4% | +37.6% |
| 3Y | +159.7% | +14.4% | +145.3% | +143.2% |
| 5Y | +124.3% | +21.4% | +102.9% | +102.8% |
| All | +348.6% | +28.6% | +320.1% | +303.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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