+546.6%
RMBS vs RY
+354.4%
+192.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.6% | +7.7% | +7.8% |
| 7D | -8.4% | -0.6% | -7.8% | -7.8% |
| 30D | -24.9% | +6.1% | -31.0% | -28.4% |
| 3M | -15.8% | -3.4% | -12.4% | -13.2% |
| 6M | -37.5% | +12.8% | -50.3% | -43.4% |
| YTD | -12.1% | +21.0% | -33.1% | -24.8% |
| 1Y | -27.0% | +40.5% | -67.4% | -44.6% |
| 3Y | +28.8% | +159.9% | -131.1% | -39.3% |
| 5Y | +236.2% | +125.0% | +111.3% | +75.5% |
| 10Y | +546.6% | +350.6% | +196.0% | +118.1% |
| All | +546.6% | +354.4% | +192.2% | +118.1% |
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