-48.8%
S vs RY
+138.0%
-186.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.7% |
| 7D | -13.4% | -0.9% | -12.5% | -12.7% |
| 30D | -14.0% | +5.9% | -19.8% | -17.8% |
| 3M | +4.9% | -4.3% | +9.1% | +8.3% |
| 6M | +42.0% | +12.1% | +29.9% | +27.6% |
| YTD | +45.1% | +20.3% | +24.9% | +21.5% |
| 1Y | +33.1% | +41.0% | -7.9% | -4.2% |
| 3Y | +40.6% | +157.5% | -116.9% | -43.3% |
| 5Y | -67.5% | +123.2% | -190.7% | -85.0% |
| All | -48.8% | +138.0% | -186.8% | -75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling