+363.5%
SE vs RY
+246.8%
+116.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.3% |
| 7D | -0.5% | +0.6% | -1.1% | -1.0% |
| 30D | -20.9% | +5.0% | -26.0% | -24.2% |
| 3M | -38.9% | -5.3% | -33.6% | -36.1% |
| 6M | -19.4% | +13.8% | -33.2% | -28.6% |
| YTD | -40.9% | +21.0% | -61.9% | -50.3% |
| 1Y | -46.2% | +40.5% | -86.7% | -60.3% |
| 3Y | +63.7% | +159.7% | -95.9% | -31.5% |
| 5Y | -77.9% | +124.3% | -202.3% | -89.0% |
| All | +363.5% | +246.8% | +116.7% | +66.1% |
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