+61.4%
T vs RY
+355.6%
-294.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.2% |
| 7D | +2.0% | -3.0% | +4.9% | +3.5% |
| 30D | -1.0% | +6.3% | -7.3% | -4.0% |
| 3M | -8.1% | -2.6% | -5.5% | -7.2% |
| 6M | -8.3% | +13.9% | -22.2% | -14.7% |
| YTD | -6.1% | +21.7% | -27.8% | -16.0% |
| 1Y | -7.4% | +40.4% | -47.8% | -23.3% |
| 3Y | +65.4% | +161.3% | -95.9% | -4.3% |
| 5Y | +57.6% | +126.5% | -68.8% | -2.2% |
| 10Y | +61.4% | +354.3% | -293.0% | -30.0% |
| All | +61.4% | +355.6% | -294.3% | -30.0% |
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