+534.0%
RMBS vs RY
+351.1%
+182.9%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.1% | -3.1% |
| 7D | +10.3% | +0.6% | +9.8% | +9.9% |
| 30D | -10.7% | +5.0% | -15.8% | -14.2% |
| 3M | -17.2% | -5.3% | -11.9% | -13.2% |
| 6M | -39.0% | +13.8% | -52.9% | -45.1% |
| YTD | -10.5% | +21.0% | -31.5% | -23.3% |
| 1Y | -11.0% | +40.5% | -51.5% | -32.5% |
| 3Y | +31.3% | +159.7% | -128.3% | -38.0% |
| 5Y | +242.8% | +124.3% | +118.4% | +79.4% |
| All | +534.0% | +351.1% | +182.9% | +111.9% |
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