+599.6%
XYZ vs RY
+373.9%
+225.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | 0.0% |
| 7D | -1.0% | +3.1% | -4.1% | -4.2% |
| 30D | -1.7% | -0.3% | -1.4% | -1.5% |
| 3M | +16.7% | +8.7% | +8.1% | +5.7% |
| 6M | +26.9% | +28.5% | -1.7% | -5.1% |
| YTD | +27.1% | +25.1% | +2.0% | -2.1% |
| 1Y | +9.3% | +46.3% | -37.0% | -29.7% |
| 3Y | +42.3% | +154.9% | -112.7% | -51.5% |
| 5Y | -69.3% | +140.3% | -209.6% | -88.2% |
| All | +599.6% | +373.9% | +225.6% | +69.2% |
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