+967.6%
RMBS vs RY
+5,729.5%
-4,761.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.5% | +6.8% | +7.3% |
| 7D | -3.9% | -0.2% | -3.7% | -3.7% |
| 30D | -24.9% | +7.1% | -31.9% | -28.2% |
| 3M | -20.5% | -2.7% | -17.8% | -18.9% |
| 6M | -37.5% | +13.8% | -51.3% | -42.6% |
| YTD | -12.1% | +22.1% | -34.2% | -22.8% |
| 1Y | -25.0% | +43.1% | -68.1% | -40.7% |
| 3Y | +36.1% | +163.6% | -127.5% | -27.2% |
| 5Y | +236.1% | +126.2% | +109.9% | +97.5% |
| 10Y | +541.3% | +358.7% | +182.6% | +137.9% |
| All | +967.6% | +5,729.5% | -4,761.9% | +5.5% |
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 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