+7.8%
STZ vs RY
+383.5%
-375.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.0% | +2.3% | +3.7% |
| 7D | +13.0% | +2.5% | +10.5% | +11.5% |
| 30D | +29.4% | +8.4% | +21.0% | +23.7% |
| 3M | +11.6% | +1.2% | +10.4% | +10.5% |
| 6M | -0.2% | +19.4% | -19.6% | -10.2% |
| YTD | +8.6% | +25.4% | -16.9% | -5.3% |
| 1Y | +15.9% | +46.7% | -30.8% | -7.7% |
| 3Y | -35.4% | +168.6% | -204.1% | -64.2% |
| 5Y | -26.9% | +132.3% | -159.2% | -56.5% |
| 10Y | +7.8% | +385.7% | -377.9% | -59.9% |
| All | +7.8% | +383.5% | -375.7% | -59.9% |
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