+2.0%
RDW vs RY
+192.0%
-190.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.2% |
| 7D | +0.9% | -2.2% | +3.1% | +4.0% |
| 30D | -21.3% | -3.6% | -17.7% | -17.3% |
| 3M | -37.9% | +3.9% | -41.8% | -41.5% |
| 6M | +12.3% | +26.4% | -14.1% | -18.4% |
| YTD | +39.7% | +22.3% | +17.4% | +7.2% |
| 1Y | +25.7% | +43.7% | -18.0% | -21.0% |
| 3Y | +230.8% | +154.0% | +76.9% | +11.2% |
| 5Y | -8.8% | +137.6% | -146.3% | -65.6% |
| All | +2.0% | +192.0% | -190.0% | -65.4% |
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