+311.1%
SPY vs RY
+355.6%
-44.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.8% | +1.0% |
| 7D | -0.9% | -3.0% | +2.1% | +1.0% |
| 30D | -2.4% | +6.3% | -8.6% | -6.0% |
| 3M | -1.2% | -2.6% | +1.4% | +0.3% |
| 6M | +3.3% | +13.9% | -10.6% | -5.4% |
| YTD | +12.3% | +21.7% | -9.4% | -1.6% |
| 1Y | +12.4% | +40.4% | -28.0% | -10.2% |
| 3Y | +78.8% | +161.3% | -82.5% | -5.8% |
| 5Y | +75.2% | +126.5% | -51.3% | +0.6% |
| 10Y | +311.1% | +354.3% | -43.2% | +63.6% |
| All | +311.1% | +355.6% | -44.5% | +63.6% |
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