+354.3%
RY vs VO
+202.1%
+152.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | -0.4% |
| 7D | -3.0% | +0.2% | -3.2% | -3.2% |
| 30D | +6.3% | +2.0% | +4.2% | +4.6% |
| 3M | -2.6% | -0.3% | -2.3% | -2.4% |
| 6M | +13.9% | +7.3% | +6.7% | +8.0% |
| YTD | +21.7% | +15.0% | +6.7% | +9.3% |
| 1Y | +40.4% | +14.7% | +25.8% | +26.4% |
| 3Y | +161.3% | +67.3% | +94.0% | +74.8% |
| 5Y | +126.5% | +38.8% | +87.6% | +73.0% |
| 10Y | +354.3% | +201.6% | +152.8% | +79.3% |
| All | +354.3% | +202.1% | +152.2% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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