+599.5%
XYZ vs RY
+360.6%
+238.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +3.2% |
| 7D | +12.1% | -0.9% | +13.0% | +13.7% |
| 30D | +12.4% | +5.9% | +6.5% | +5.8% |
| 3M | +8.2% | -4.3% | +12.4% | +13.8% |
| 6M | +20.7% | +12.1% | +8.6% | +5.5% |
| YTD | +31.3% | +20.3% | +11.1% | +5.9% |
| 1Y | +20.5% | +41.0% | -20.5% | -19.3% |
| 3Y | +72.6% | +157.5% | -84.9% | -42.3% |
| 5Y | -64.0% | +123.2% | -187.2% | -85.1% |
| All | +599.5% | +360.6% | +238.9% | +94.4% |
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