-42.7%
RMBS vs RY
+13.2%
-55.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.3% | +8.2% | +8.2% |
| 7D | -12.0% | -0.9% | -11.1% | -10.4% |
| 30D | -33.1% | +5.9% | -39.0% | -35.9% |
| 3M | -23.7% | -4.3% | -19.4% | -18.9% |
| 6M | -42.7% | +12.1% | -54.8% | -51.8% |
| All | -42.7% | +13.2% | -55.8% | -51.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling