+565.6%
RBC vs SPY
+311.3%
+254.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.5% |
| 7D | +0.7% | +0.5% | +0.2% | 0.0% |
| 30D | -13.2% | -0.9% | -12.3% | -12.2% |
| 3M | -16.7% | +3.9% | -20.6% | -20.6% |
| 6M | -11.0% | +14.5% | -25.5% | -25.0% |
| YTD | +9.8% | +12.9% | -3.2% | -6.0% |
| 1Y | +28.9% | +19.4% | +9.5% | +2.9% |
| 3Y | +103.5% | +78.5% | +25.1% | -6.0% |
| 5Y | +128.3% | +81.8% | +46.5% | +2.0% |
| 10Y | +565.6% | +311.5% | +254.1% | -7.4% |
| All | +565.6% | +311.3% | +254.3% | -7.4% |
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