-26.3%
U vs RY
+241.7%
-268.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.9% | -3.0% |
| 7D | +24.4% | -0.6% | +24.9% | +24.4% |
| 30D | +7.4% | +6.1% | +1.2% | -0.9% |
| 3M | +16.8% | -3.4% | +20.2% | +20.1% |
| 6M | +78.8% | +12.8% | +66.0% | +50.2% |
| YTD | +14.0% | +21.0% | -7.0% | -11.6% |
| 1Y | +16.7% | +40.5% | -23.7% | -25.0% |
| 3Y | +86.4% | +159.9% | -73.5% | -44.2% |
| 5Y | -71.5% | +125.0% | -196.4% | -89.5% |
| All | -26.3% | +241.7% | -268.1% | -76.8% |
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