+104.6%
UL vs RY
+354.4%
-249.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | +2.6% | -0.6% | +3.1% | +2.8% |
| 30D | +6.8% | +6.1% | +0.6% | +4.3% |
| 3M | +5.7% | -3.4% | +9.1% | +6.9% |
| 6M | +15.9% | +12.8% | +3.1% | +10.3% |
| YTD | +4.3% | +21.0% | -16.8% | -3.6% |
| 1Y | -0.4% | +40.5% | -40.9% | -13.2% |
| 3Y | +35.0% | +159.9% | -124.9% | -9.0% |
| 5Y | +31.6% | +125.0% | -93.4% | -7.0% |
| 10Y | +104.6% | +350.6% | -245.9% | +14.9% |
| All | +104.6% | +354.4% | -249.7% | +14.9% |
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