+885.5%
RMBS vs RY
+5,643.6%
-4,758.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.3% | +8.2% | +7.8% |
| 7D | -12.0% | -0.9% | -11.1% | -11.4% |
| 30D | -33.1% | +5.9% | -39.0% | -35.6% |
| 3M | -23.7% | -4.3% | -19.4% | -21.4% |
| 6M | -42.7% | +12.1% | -54.8% | -46.9% |
| YTD | -18.9% | +20.3% | -39.2% | -28.1% |
| 1Y | -30.0% | +41.0% | -71.0% | -44.1% |
| 3Y | +28.8% | +157.5% | -128.7% | -30.1% |
| 5Y | +210.5% | +123.2% | +87.4% | +84.0% |
| 10Y | +524.7% | +365.7% | +159.0% | +129.6% |
| All | +885.5% | +5,643.6% | -4,758.0% | -1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling