+192.5%
TECH vs RY
+354.4%
-161.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.6% | -0.3% |
| 7D | +0.2% | -0.6% | +0.8% | +0.5% |
| 30D | +0.5% | +6.1% | -5.6% | -2.8% |
| 3M | +1.1% | -3.4% | +4.4% | +2.6% |
| 6M | +51.0% | +12.8% | +38.2% | +40.8% |
| YTD | +24.4% | +21.0% | +3.3% | +11.3% |
| 1Y | +27.4% | +40.5% | -13.0% | +5.1% |
| 3Y | +28.5% | +159.9% | -131.4% | -23.1% |
| 5Y | -40.9% | +125.0% | -165.8% | -62.3% |
| 10Y | +192.5% | +350.6% | -158.1% | +47.8% |
| All | +192.5% | +354.4% | -161.9% | +47.8% |
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