+428.1%
RSG vs RY
+372.5%
+55.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.8% |
| 7D | 0.0% | -0.5% | +0.5% | +0.2% |
| 30D | +3.7% | -1.9% | +5.5% | +4.4% |
| 3M | +6.2% | +5.1% | +1.0% | +3.4% |
| 6M | -2.8% | +28.2% | -30.9% | -13.7% |
| YTD | +5.9% | +22.9% | -17.0% | -4.3% |
| 1Y | -1.8% | +45.5% | -47.2% | -18.1% |
| 3Y | +57.5% | +156.7% | -99.2% | -2.1% |
| 5Y | +91.1% | +137.7% | -46.6% | +21.5% |
| 10Y | +428.1% | +375.5% | +52.6% | +135.0% |
| All | +428.1% | +372.5% | +55.5% | +135.0% |
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