+215.9%
RRX vs RY
+371.6%
-155.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.3% |
| 7D | +4.3% | +2.7% | +1.6% | +1.6% |
| 30D | -8.0% | -1.0% | -7.0% | -7.2% |
| 3M | -22.0% | +7.6% | -29.7% | -27.5% |
| 6M | -11.9% | +29.5% | -41.4% | -31.1% |
| YTD | +17.1% | +24.2% | -7.1% | -4.7% |
| 1Y | +14.9% | +46.4% | -31.5% | -20.1% |
| 3Y | +6.9% | +159.4% | -152.5% | -57.3% |
| 5Y | +19.6% | +141.8% | -122.3% | -49.3% |
| 10Y | +215.9% | +373.9% | -158.0% | -28.2% |
| All | +215.9% | +371.6% | -155.7% | -28.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling