+529.6%
RBC vs SPY
+307.0%
+222.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.3% |
| 7D | +2.3% | +2.6% | -0.3% | -0.9% |
| 30D | -2.6% | -2.0% | -0.6% | -0.2% |
| 3M | -12.4% | -2.8% | -9.6% | -9.3% |
| 6M | -21.5% | +2.1% | -23.7% | -23.7% |
| YTD | +8.3% | +11.5% | -3.2% | -5.8% |
| 1Y | +12.5% | +13.5% | -0.9% | -4.3% |
| 3Y | +107.0% | +77.7% | +29.3% | -3.9% |
| 5Y | +111.5% | +72.6% | +38.9% | +1.7% |
| All | +529.6% | +307.0% | +222.5% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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