+31.3%
RMBS vs RY
+160.3%
-128.9%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.1% | -3.0% |
| 7D | +10.3% | +0.6% | +9.8% | +9.8% |
| 30D | -10.7% | +5.0% | -15.8% | -15.2% |
| 3M | -17.2% | -5.3% | -11.9% | -11.7% |
| 6M | -39.0% | +13.8% | -52.9% | -47.4% |
| YTD | -10.5% | +21.0% | -31.5% | -28.1% |
| 1Y | -11.0% | +40.5% | -51.5% | -39.5% |
| 3Y | +31.3% | +159.7% | -128.3% | -51.5% |
| All | +31.3% | +160.3% | -128.9% | -51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling