+237.4%
VIK vs RY
+122.2%
+115.2%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | 0.0% | 0.0% |
| 7D | +2.6% | -0.6% | +3.2% | +3.4% |
| 30D | +7.9% | +6.1% | +1.8% | +1.7% |
| 3M | -15.2% | -3.4% | -11.8% | -11.8% |
| 6M | +6.5% | +12.8% | -6.3% | -6.8% |
| YTD | +23.3% | +21.0% | +2.3% | +0.2% |
| 1Y | +47.7% | +40.5% | +7.2% | +3.6% |
| All | +237.4% | +122.2% | +115.2% | +58.4% |
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