+101.3%
USB vs RY
+383.5%
-282.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | -1.1% |
| 7D | +2.4% | +2.5% | -0.1% | 0.0% |
| 30D | +6.6% | +8.4% | -1.9% | -1.8% |
| 3M | -4.1% | +1.2% | -5.3% | -5.4% |
| 6M | +12.5% | +19.4% | -6.9% | -6.0% |
| YTD | +17.6% | +25.4% | -7.8% | -6.7% |
| 1Y | +36.5% | +46.7% | -10.2% | -7.6% |
| 3Y | +95.4% | +168.6% | -73.2% | -30.0% |
| 5Y | +26.1% | +132.3% | -106.1% | -47.3% |
| 10Y | +101.3% | +385.7% | -284.4% | -50.8% |
| All | +101.3% | +383.5% | -282.2% | -50.8% |
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