+141.9%
RY vs VO
+42.6%
+99.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +3.1% | -0.3% | +3.4% | +3.3% |
| 30D | -0.3% | -0.3% | 0.0% | -0.1% |
| 3M | +8.7% | +2.9% | +5.7% | +6.5% |
| 6M | +28.5% | +9.3% | +19.2% | +21.0% |
| YTD | +25.1% | +14.2% | +10.9% | +14.3% |
| 1Y | +46.3% | +15.3% | +31.0% | +32.7% |
| 3Y | +154.9% | +56.2% | +98.7% | +87.3% |
| All | +141.9% | +42.6% | +99.3% | +83.1% |
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