+7.9%
RDW vs RY
+196.4%
-188.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.8% | +7.4% | +7.7% |
| 7D | +9.5% | +2.7% | +6.7% | +5.3% |
| 30D | -17.4% | -1.0% | -16.4% | -16.3% |
| 3M | -39.5% | +7.6% | -47.2% | -45.9% |
| 6M | +31.3% | +29.5% | +1.9% | -7.8% |
| YTD | +47.8% | +24.2% | +23.6% | +11.0% |
| 1Y | +33.8% | +46.4% | -12.5% | -18.0% |
| 3Y | +262.3% | +159.4% | +102.8% | +18.4% |
| 5Y | -5.7% | +141.8% | -147.6% | -65.2% |
| All | +7.9% | +196.4% | -188.5% | -64.2% |
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