+1,895.3%
RY vs VO
+833.6%
+1,061.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | -0.5% |
| 7D | -3.0% | +0.2% | -3.2% | -3.2% |
| 30D | +6.3% | +2.0% | +4.2% | +4.5% |
| 3M | -2.6% | -0.3% | -2.3% | -2.4% |
| 6M | +13.9% | +7.3% | +6.7% | +7.4% |
| YTD | +21.7% | +15.0% | +6.7% | +8.2% |
| 1Y | +40.4% | +14.7% | +25.8% | +25.1% |
| 3Y | +161.3% | +67.3% | +94.0% | +68.7% |
| 5Y | +126.5% | +38.8% | +87.6% | +67.9% |
| 10Y | +354.3% | +201.6% | +152.8% | +69.0% |
| All | +1,895.3% | +833.6% | +1,061.7% | +214.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling