+196.7%
TECH vs RY
+367.8%
-171.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.7% |
| 7D | +0.2% | -0.2% | +0.4% | +0.2% |
| 30D | +0.5% | +7.1% | -6.5% | -3.3% |
| 3M | +0.9% | -2.7% | +3.5% | +2.0% |
| 6M | +51.0% | +13.8% | +37.3% | +40.1% |
| YTD | +24.4% | +22.1% | +2.3% | +10.8% |
| 1Y | +27.6% | +43.1% | -15.5% | +4.2% |
| 3Y | +29.9% | +163.6% | -133.7% | -22.9% |
| 5Y | -40.6% | +126.2% | -166.9% | -62.2% |
| 10Y | +196.7% | +358.7% | -162.0% | +48.0% |
| All | +196.7% | +367.8% | -171.0% | +48.0% |
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