+281.7%
SONY vs RY
+372.5%
-90.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | +0.2% |
| 7D | -4.9% | -0.5% | -4.4% | -4.6% |
| 30D | -1.6% | -1.9% | +0.3% | -0.6% |
| 3M | +10.0% | +5.1% | +4.9% | +6.6% |
| 6M | +8.4% | +28.2% | -19.7% | -6.1% |
| YTD | -8.4% | +22.9% | -31.3% | -19.0% |
| 1Y | -18.4% | +45.5% | -63.8% | -34.4% |
| 3Y | +41.0% | +156.7% | -115.7% | -18.7% |
| 5Y | +9.3% | +137.7% | -128.4% | -34.4% |
| 10Y | +281.7% | +375.5% | -93.8% | +56.5% |
| All | +281.7% | +372.5% | -90.9% | +56.5% |
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