+157.5%
RY vs VO
+60.2%
+97.4%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.1% | -1.2% |
| 7D | -0.9% | -2.6% | +1.7% | +0.9% |
| 30D | +5.9% | -0.9% | +6.8% | +6.6% |
| 3M | -4.3% | -3.0% | -1.3% | -2.1% |
| 6M | +12.1% | +2.2% | +9.9% | +10.5% |
| YTD | +20.3% | +10.6% | +9.7% | +12.2% |
| 1Y | +41.0% | +12.5% | +28.5% | +29.9% |
| 3Y | +157.5% | +61.4% | +96.1% | +76.7% |
| All | +157.5% | +60.2% | +97.4% | +76.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling