+563.3%
RMBS vs RY
+377.6%
+185.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.4% | +2.3% |
| 7D | +3.0% | +2.7% | +0.2% | +0.6% |
| 30D | -14.4% | -1.0% | -13.4% | -13.7% |
| 3M | -42.8% | +7.6% | -50.5% | -46.3% |
| 6M | -1.4% | +29.5% | -30.9% | -20.3% |
| YTD | -5.4% | +24.2% | -29.6% | -20.8% |
| 1Y | +18.6% | +46.4% | -27.8% | -12.9% |
| 3Y | +57.3% | +159.4% | -102.1% | -26.0% |
| 5Y | +265.7% | +141.8% | +123.9% | +80.1% |
| All | +563.3% | +377.6% | +185.7% | +106.8% |
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