-19.3%
RMD vs RY
+140.8%
-160.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | 0.0% |
| 7D | -5.0% | +3.1% | -8.1% | -6.4% |
| 30D | +2.2% | -0.3% | +2.5% | +2.2% |
| 3M | +17.8% | +8.7% | +9.2% | +12.6% |
| 6M | -11.3% | +28.5% | -39.9% | -22.2% |
| YTD | -4.4% | +25.1% | -29.5% | -15.1% |
| 1Y | -15.7% | +46.3% | -62.0% | -31.0% |
| 3Y | +47.7% | +154.9% | -107.2% | -12.0% |
| All | -19.3% | +140.8% | -160.0% | -49.2% |
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