+175.2%
SO vs RY
+360.6%
-185.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.5% |
| 7D | -1.5% | -0.9% | -0.6% | -1.2% |
| 30D | +8.1% | +5.9% | +2.2% | +5.5% |
| 3M | +0.2% | -4.3% | +4.5% | +1.9% |
| 6M | +0.4% | +12.1% | -11.7% | -4.8% |
| YTD | +8.5% | +20.3% | -11.8% | -0.5% |
| 1Y | +4.9% | +41.0% | -36.1% | -10.3% |
| 3Y | +47.9% | +157.5% | -109.6% | -5.6% |
| 5Y | +75.7% | +123.2% | -47.5% | +18.4% |
| All | +175.2% | +360.6% | -185.4% | +26.0% |
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