+365.7%
SE vs RY
+244.8%
+120.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +1.2% |
| 7D | +2.0% | -0.9% | +2.9% | +2.9% |
| 30D | -20.0% | +5.9% | -25.9% | -23.8% |
| 3M | -31.8% | -4.3% | -27.5% | -29.4% |
| 6M | -15.9% | +12.1% | -28.0% | -24.4% |
| YTD | -40.6% | +20.3% | -60.9% | -49.8% |
| 1Y | -50.7% | +41.0% | -91.7% | -63.7% |
| 3Y | +70.3% | +157.5% | -87.2% | -28.3% |
| 5Y | -78.8% | +123.2% | -202.0% | -89.4% |
| All | +365.7% | +244.8% | +120.9% | +67.8% |
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