+164.6%
VRSK vs RY
+351.1%
-186.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | +1.6% | +0.6% | +1.0% | +1.3% |
| 30D | +15.1% | +5.0% | +10.0% | +12.4% |
| 3M | +12.1% | -5.3% | +17.4% | +14.3% |
| 6M | +29.4% | +13.8% | +15.6% | +20.7% |
| YTD | -6.4% | +21.0% | -27.3% | -15.7% |
| 1Y | -3.6% | +40.5% | -44.1% | -19.6% |
| 3Y | -10.9% | +159.7% | -170.6% | -46.7% |
| 5Y | -0.5% | +124.3% | -124.8% | -36.5% |
| All | +164.6% | +351.1% | -186.5% | +17.4% |
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