+375.5%
RY vs USFR
+28.0%
+347.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | -1.9% | +0.3% | -2.2% | -2.0% |
| 3M | +5.1% | +1.0% | +4.2% | +4.6% |
| 6M | +28.2% | +1.9% | +26.2% | +27.0% |
| YTD | +22.9% | +2.7% | +20.2% | +21.3% |
| 1Y | +45.5% | +4.0% | +41.5% | +42.6% |
| 3Y | +156.7% | +14.0% | +142.7% | +141.8% |
| 5Y | +137.7% | +20.4% | +117.3% | +117.1% |
| 10Y | +375.5% | +28.0% | +347.5% | +333.0% |
| All | +375.5% | +28.0% | +347.5% | +333.0% |
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