-100.0%
VIVK vs RY
+355.6%
-455.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.3% | +0.6% | -14.9% | -14.5% |
| 7D | -48.0% | -3.0% | -45.0% | -47.4% |
| 30D | -88.4% | +6.3% | -94.7% | -88.7% |
| 3M | -98.7% | -2.6% | -96.1% | -98.7% |
| 6M | -100.0% | +13.9% | -113.9% | -100.0% |
| YTD | -100.0% | +21.7% | -121.6% | -100.0% |
| 1Y | -100.0% | +40.4% | -140.4% | -100.0% |
| 3Y | -100.0% | +161.3% | -261.3% | -100.0% |
| 5Y | -100.0% | +126.5% | -226.5% | -100.0% |
| 10Y | -100.0% | +354.3% | -454.3% | -100.0% |
| All | -100.0% | +355.6% | -455.6% | -100.0% |
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