+126.5%
RY vs VO
+38.8%
+87.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | -0.3% |
| 7D | -3.0% | +0.2% | -3.2% | -3.1% |
| 30D | +6.3% | +2.0% | +4.2% | +4.8% |
| 3M | -2.6% | -0.3% | -2.3% | -2.4% |
| 6M | +13.9% | +7.3% | +6.7% | +8.6% |
| YTD | +21.7% | +15.0% | +6.7% | +10.7% |
| 1Y | +40.4% | +14.7% | +25.8% | +27.9% |
| 3Y | +161.3% | +67.3% | +94.0% | +83.8% |
| 5Y | +126.5% | +38.8% | +87.6% | +75.4% |
| All | +126.5% | +38.8% | +87.7% | +75.4% |
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