+303.0%
ROST vs RY
+371.6%
-68.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | +0.1% |
| 7D | +0.2% | +2.7% | -2.5% | -1.7% |
| 30D | -10.0% | -1.0% | -9.0% | -9.4% |
| 3M | +1.2% | +7.6% | -6.4% | -4.4% |
| 6M | +8.9% | +29.5% | -20.5% | -10.1% |
| YTD | +28.1% | +24.2% | +3.9% | +8.6% |
| 1Y | +53.0% | +46.4% | +6.6% | +14.8% |
| 3Y | +97.9% | +159.4% | -61.6% | -5.9% |
| 5Y | +112.0% | +141.8% | -29.9% | +5.1% |
| 10Y | +303.0% | +373.9% | -70.9% | +28.9% |
| All | +303.0% | +371.6% | -68.7% | +28.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling