+355.0%
SE vs RY
+248.9%
+106.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.6% | -4.2% | -4.1% |
| 7D | -7.7% | -3.0% | -4.8% | -5.3% |
| 30D | -22.8% | +6.3% | -29.1% | -26.8% |
| 3M | -43.7% | -2.6% | -41.2% | -42.6% |
| 6M | -12.8% | +13.9% | -26.8% | -22.7% |
| YTD | -42.0% | +21.7% | -63.7% | -51.4% |
| 1Y | -48.0% | +40.4% | -88.5% | -61.6% |
| 3Y | +62.7% | +161.3% | -98.6% | -32.4% |
| 5Y | -77.8% | +126.5% | -204.3% | -89.1% |
| All | +355.0% | +248.9% | +106.1% | +62.2% |
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