+1,272.7%
UMC vs RY
+351.1%
+921.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | +11.2% | +0.6% | +10.6% | +10.9% |
| 30D | -28.0% | +5.0% | -33.1% | -29.8% |
| 3M | -20.5% | -5.3% | -15.2% | -18.0% |
| 6M | -1.6% | +13.8% | -15.4% | -8.4% |
| YTD | +99.4% | +21.0% | +78.4% | +78.9% |
| 1Y | +120.4% | +40.5% | +79.9% | +81.5% |
| 3Y | +134.2% | +159.7% | -25.4% | +35.0% |
| 5Y | +78.8% | +124.3% | -45.5% | +12.1% |
| All | +1,272.7% | +351.1% | +921.6% | +599.5% |
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