+92.7%
USB vs RY
+366.5%
-273.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | +0.8% |
| 7D | -1.5% | -1.1% | -0.4% | -0.4% |
| 30D | +4.3% | +4.4% | -0.1% | -0.2% |
| 3M | -6.1% | -2.9% | -3.1% | -3.4% |
| 6M | +9.4% | +15.6% | -6.2% | -5.6% |
| YTD | +15.2% | +21.8% | -6.6% | -6.0% |
| 1Y | +32.8% | +42.6% | -9.8% | -7.6% |
| 3Y | +91.3% | +160.9% | -69.6% | -29.4% |
| 5Y | +22.7% | +126.1% | -103.4% | -47.4% |
| All | +92.7% | +366.5% | -273.8% | -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