+192.9%
SO vs RY
+351.8%
-159.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.0% | -1.3% |
| 7D | -0.9% | -0.5% | -0.4% | -0.7% |
| 30D | +4.9% | +4.7% | +0.2% | +2.9% |
| 3M | +0.8% | -4.5% | +5.3% | +2.5% |
| 6M | +0.6% | +12.5% | -12.0% | -4.8% |
| YTD | +8.7% | +21.1% | -12.5% | -0.6% |
| 1Y | +4.0% | +38.6% | -34.7% | -10.5% |
| 3Y | +50.6% | +160.2% | -109.6% | -4.5% |
| 5Y | +77.5% | +124.7% | -47.2% | +19.2% |
| All | +192.9% | +351.8% | -159.0% | +33.2% |
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