+1,412.8%
RRX vs RY
+11,121.0%
-9,708.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.3% | +6.7% | +6.2% |
| 7D | +7.5% | -0.9% | +8.4% | +8.0% |
| 30D | +3.0% | +5.9% | -2.9% | -0.5% |
| 3M | -5.3% | -4.3% | -1.1% | -2.9% |
| 6M | -26.6% | +12.1% | -38.8% | -31.5% |
| YTD | +21.2% | +20.3% | +0.9% | +9.0% |
| 1Y | +25.9% | +41.0% | -15.1% | +3.1% |
| 3Y | +71.7% | +157.5% | -85.8% | -0.4% |
| 5Y | +7.8% | +123.2% | -115.4% | -32.1% |
| 10Y | +242.9% | +365.7% | -122.8% | +49.1% |
| All | +1,412.8% | +11,121.0% | -9,708.3% | +185.9% |
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 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