+3,413.6%
RBC vs SPY
+814.5%
+2,599.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | 0.0% |
| 7D | -2.4% | +0.1% | -2.5% | -2.6% |
| 30D | -14.6% | +0.1% | -14.7% | -14.7% |
| 3M | -17.2% | +2.0% | -19.2% | -19.2% |
| 6M | -14.3% | +13.0% | -27.3% | -26.3% |
| YTD | +8.9% | +13.5% | -4.6% | -7.0% |
| 1Y | +24.9% | +20.0% | +4.9% | -0.4% |
| 3Y | +109.0% | +77.2% | +31.8% | +0.4% |
| 5Y | +121.7% | +81.9% | +39.8% | +2.2% |
| 10Y | +551.2% | +314.1% | +237.2% | +14.1% |
| All | +3,413.6% | +814.5% | +2,599.1% | +163.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling