-16.9%
RMBS vs RY
+39.8%
-56.6%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | +0.1% |
| 7D | +21.9% | -0.5% | +22.5% | +22.7% |
| 30D | -13.4% | +4.7% | -18.2% | -17.3% |
| 3M | -15.9% | -4.5% | -11.4% | -10.3% |
| 6M | -34.8% | +12.5% | -47.3% | -44.1% |
| YTD | -7.5% | +21.1% | -28.7% | -28.7% |
| 1Y | -16.9% | +38.6% | -55.5% | -45.5% |
| All | -16.9% | +39.8% | -56.6% | -45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling