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  • RMD vs RY✓SelectedUSD · RYRMD vs RY performance historyLatest closeAs of-0.37%09/04
Stock and ETF performance explorer

RMD vs RY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+32,136.5%
RY return
+11,573.6%
Excess return
+20,562.8%
Maximum drawdown
-61.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRYExcessAlpha
1D-0.4%-0.7%+0.3%-0.1%
7D-5.0%+3.1%-8.1%-6.1%
30D+2.2%-0.3%+2.5%+2.2%
3M+17.8%+8.7%+9.2%+14.0%
6M-11.3%+28.5%-39.9%-19.5%
YTD-4.4%+25.1%-29.5%-12.4%
1Y-15.7%+46.3%-62.0%-27.2%
3Y+47.7%+154.9%-107.2%+3.1%
5Y-19.2%+140.3%-159.5%-42.6%
10Y+280.4%+377.0%-96.7%+110.3%
All+32,136.5%+11,573.6%+20,562.8%+8,890.6%

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