+73.7%
UAL vs RY
+351.1%
-277.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.6% | -1.5% |
| 7D | -3.0% | +0.6% | -3.6% | -3.7% |
| 30D | +10.5% | +5.0% | +5.4% | +4.0% |
| 3M | -13.5% | -5.3% | -8.2% | -6.8% |
| 6M | +14.2% | +13.8% | +0.4% | -3.4% |
| YTD | -2.2% | +21.0% | -23.2% | -23.3% |
| 1Y | +12.5% | +40.5% | -28.0% | -27.5% |
| 3Y | +186.8% | +159.7% | +27.2% | -16.2% |
| 5Y | +119.4% | +124.3% | -5.0% | -22.6% |
| All | +73.7% | +351.1% | -277.4% | -68.7% |
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