+259.7%
RMBS vs RY
+142.1%
+117.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +2.0% |
| 7D | -0.3% | +3.1% | -3.5% | -3.2% |
| 30D | -12.2% | -0.3% | -11.8% | -11.9% |
| 3M | -49.5% | +8.7% | -58.2% | -53.2% |
| 6M | -7.1% | +28.5% | -35.7% | -25.9% |
| YTD | -7.0% | +25.1% | -32.1% | -23.9% |
| 1Y | +13.3% | +46.3% | -32.9% | -18.8% |
| 3Y | +49.2% | +154.9% | -105.7% | -30.6% |
| All | +259.7% | +142.1% | +117.6% | +74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling