-9.7%
STZ vs RY
+373.9%
-383.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.3% |
| 7D | -1.9% | +3.1% | -5.0% | -3.6% |
| 30D | -1.9% | -0.3% | -1.6% | -1.8% |
| 3M | -6.2% | +8.7% | -14.9% | -10.9% |
| 6M | -14.0% | +28.5% | -42.5% | -25.8% |
| YTD | -5.1% | +25.1% | -30.2% | -17.1% |
| 1Y | -9.6% | +46.3% | -55.9% | -27.9% |
| 3Y | -47.2% | +154.9% | -202.2% | -69.9% |
| 5Y | -33.6% | +140.3% | -173.9% | -61.4% |
| All | -9.7% | +373.9% | -383.6% | -66.3% |
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