+124.0%
VRSK vs RY
+377.3%
-253.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -5.2% | -2.2% | -2.9% | -4.2% |
| 30D | -2.3% | -3.6% | +1.2% | -0.9% |
| 3M | -2.9% | +3.9% | -6.9% | -5.1% |
| 6M | -12.8% | +26.4% | -39.2% | -22.6% |
| YTD | -20.8% | +22.3% | -43.1% | -28.9% |
| 1Y | -33.2% | +43.7% | -76.9% | -44.7% |
| 3Y | -26.6% | +154.0% | -180.5% | -55.4% |
| 5Y | -11.3% | +137.6% | -148.9% | -45.0% |
| All | +124.0% | +377.3% | -253.3% | -3.1% |
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