+995.4%
TER vs RY
+351.1%
+644.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.2% |
| 7D | +14.4% | +0.6% | +13.8% | +14.0% |
| 30D | -30.6% | +5.0% | -35.6% | -33.7% |
| 3M | -39.2% | -5.3% | -33.9% | -35.9% |
| 6M | -31.3% | +13.8% | -45.1% | -39.2% |
| YTD | +29.1% | +21.0% | +8.1% | +9.4% |
| 1Y | +47.4% | +40.5% | +6.9% | +9.3% |
| 3Y | +191.2% | +159.7% | +31.6% | +23.8% |
| 5Y | +74.0% | +124.3% | -50.3% | -15.6% |
| All | +995.4% | +351.1% | +644.3% | +246.6% |
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