+220.4%
W vs RY
+355.6%
-135.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.0% |
| 7D | -7.4% | -3.0% | -4.4% | -3.6% |
| 30D | +7.8% | +6.3% | +1.6% | +0.4% |
| 3M | +10.9% | -2.6% | +13.5% | +14.5% |
| 6M | +86.4% | +13.9% | +72.5% | +57.8% |
| YTD | +14.0% | +21.7% | -7.7% | -11.6% |
| 1Y | +3.5% | +40.4% | -36.9% | -33.5% |
| 3Y | +164.8% | +161.3% | +3.4% | -19.9% |
| 5Y | -53.1% | +126.5% | -179.6% | -82.4% |
| 10Y | +220.4% | +354.3% | -133.9% | -28.1% |
| All | +220.4% | +355.6% | -135.2% | -28.1% |
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