-6.6%
RDW vs RY
+135.2%
-141.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +2.2% |
| 7D | +4.8% | -2.9% | +7.7% | +9.3% |
| 30D | -19.5% | -2.0% | -17.5% | -17.2% |
| 3M | -26.9% | +4.9% | -31.8% | -32.3% |
| 6M | +17.8% | +26.1% | -8.4% | -15.9% |
| YTD | +43.0% | +22.4% | +20.7% | +7.9% |
| 1Y | +32.1% | +44.7% | -12.7% | -20.1% |
| 3Y | +250.6% | +155.7% | +95.0% | +8.1% |
| 5Y | -6.6% | +137.7% | -144.3% | -66.4% |
| All | -6.6% | +135.2% | -141.8% | -66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling