+125.1%
RY vs VO
+36.2%
+88.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.6% | +3.1% | -2.5% | -1.5% |
| 30D | +5.0% | +2.2% | +2.8% | +3.5% |
| 3M | -5.3% | -2.5% | -2.8% | -3.7% |
| 6M | +13.8% | +7.0% | +6.9% | +8.8% |
| YTD | +21.0% | +14.0% | +7.0% | +10.6% |
| 1Y | +40.5% | +15.6% | +24.9% | +27.3% |
| 3Y | +159.7% | +66.2% | +93.5% | +83.4% |
| All | +125.1% | +36.2% | +88.9% | +76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling