+194.9%
SO vs RY
+354.4%
-159.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.2% |
| 7D | -0.1% | -0.6% | +0.5% | +0.1% |
| 30D | +8.7% | +6.1% | +2.5% | +5.9% |
| 3M | +3.4% | -3.4% | +6.7% | +4.7% |
| 6M | +3.7% | +12.8% | -9.1% | -1.9% |
| YTD | +10.0% | +21.0% | -11.0% | +0.7% |
| 1Y | +6.6% | +40.5% | -33.9% | -8.8% |
| 3Y | +52.5% | +159.9% | -107.4% | -3.2% |
| 5Y | +76.1% | +125.0% | -48.9% | +18.1% |
| 10Y | +194.9% | +350.6% | -155.7% | +34.0% |
| All | +194.9% | +354.4% | -159.5% | +34.0% |
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