+76.8%
UAL vs RY
+351.8%
-275.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.6% | -5.4% |
| 7D | +0.7% | -0.5% | +1.2% | +1.4% |
| 30D | +7.8% | +4.7% | +3.0% | +1.9% |
| 3M | -11.1% | -4.5% | -6.6% | -5.3% |
| 6M | +16.1% | +12.5% | +3.5% | -0.4% |
| YTD | -0.5% | +21.1% | -21.7% | -22.1% |
| 1Y | +11.3% | +38.6% | -27.4% | -27.0% |
| 3Y | +192.8% | +160.2% | +32.7% | -14.7% |
| 5Y | +123.3% | +124.7% | -1.4% | -21.4% |
| All | +76.8% | +351.8% | -275.1% | -68.2% |
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