+232.1%
W vs RY
+360.6%
-128.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.2% | +0.2% |
| 7D | -3.6% | -0.9% | -2.7% | -2.1% |
| 30D | +7.0% | +5.9% | +1.1% | 0.0% |
| 3M | +7.4% | -4.3% | +11.6% | +13.4% |
| 6M | +69.3% | +12.1% | +57.2% | +46.3% |
| YTD | +11.3% | +20.3% | -9.0% | -12.4% |
| 1Y | +13.2% | +41.0% | -27.8% | -27.6% |
| 3Y | +142.0% | +157.5% | -15.5% | -25.4% |
| 5Y | -54.6% | +123.2% | -177.8% | -82.6% |
| All | +232.1% | +360.6% | -128.5% | -22.8% |
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