+304.8%
SPY vs RY
+354.4%
-49.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.6% |
| 7D | -0.6% | -0.6% | 0.0% | -0.2% |
| 30D | -3.7% | +6.1% | -9.8% | -7.2% |
| 3M | -2.7% | -3.4% | +0.6% | -0.8% |
| 6M | +2.2% | +12.8% | -10.6% | -5.8% |
| YTD | +10.8% | +21.0% | -10.2% | -2.5% |
| 1Y | +11.2% | +40.5% | -29.2% | -11.2% |
| 3Y | +76.5% | +159.9% | -83.4% | -6.7% |
| 5Y | +72.9% | +125.0% | -52.0% | -0.2% |
| 10Y | +304.8% | +350.6% | -45.8% | +61.6% |
| All | +304.8% | +354.4% | -49.5% | +61.6% |
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