+206.4%
TECH vs RY
+360.6%
-154.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | +0.8% |
| 7D | +0.2% | -0.9% | +1.1% | +0.6% |
| 30D | +0.3% | +5.9% | -5.5% | -2.8% |
| 3M | +1.3% | -4.3% | +5.6% | +3.4% |
| 6M | +54.0% | +12.1% | +41.8% | +43.9% |
| YTD | +24.3% | +20.3% | +4.0% | +11.6% |
| 1Y | +25.8% | +41.0% | -15.2% | +3.5% |
| 3Y | +26.0% | +157.5% | -131.6% | -24.3% |
| 5Y | -40.1% | +123.2% | -163.3% | -61.6% |
| All | +206.4% | +360.6% | -154.2% | +53.4% |
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