+206.2%
RDDT vs RY
+124.0%
+82.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.3% |
| 7D | +1.0% | +3.1% | -2.2% | -2.1% |
| 30D | -0.5% | -0.3% | -0.2% | 0.0% |
| 3M | -16.0% | +8.7% | -24.7% | -22.8% |
| 6M | +4.9% | +28.5% | -23.7% | -19.5% |
| YTD | -32.8% | +25.1% | -57.9% | -46.9% |
| 1Y | -33.5% | +46.3% | -79.7% | -55.3% |
| All | +206.2% | +124.0% | +82.3% | +42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling