+58.8%
T vs RY
+354.4%
-295.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.1% |
| 7D | +2.6% | -0.6% | +3.2% | +2.8% |
| 30D | -1.1% | +6.1% | -7.2% | -4.0% |
| 3M | -7.7% | -3.4% | -4.4% | -6.4% |
| 6M | -10.6% | +12.8% | -23.4% | -16.4% |
| YTD | -7.5% | +21.0% | -28.5% | -17.0% |
| 1Y | -7.4% | +40.5% | -47.9% | -23.4% |
| 3Y | +63.1% | +159.9% | -96.8% | -5.4% |
| 5Y | +55.2% | +125.0% | -69.8% | -3.4% |
| 10Y | +58.8% | +350.6% | -291.8% | -31.0% |
| All | +58.8% | +354.4% | -295.6% | -31.0% |
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