+1,936.1%
RY vs VO
+821.9%
+1,114.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.3% |
| 7D | +2.7% | +0.6% | +2.1% | +2.2% |
| 30D | -1.0% | -1.1% | +0.1% | -0.1% |
| 3M | +7.6% | +4.5% | +3.1% | +3.7% |
| 6M | +29.5% | +11.1% | +18.4% | +18.6% |
| YTD | +24.2% | +13.5% | +10.6% | +11.6% |
| 1Y | +46.4% | +14.5% | +31.9% | +30.6% |
| 3Y | +159.4% | +58.1% | +101.3% | +75.6% |
| 5Y | +141.8% | +43.3% | +98.6% | +74.4% |
| 10Y | +373.9% | +193.2% | +180.7% | +80.4% |
| All | +1,936.1% | +821.9% | +1,114.1% | +223.8% |
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