+89.4%
RSG vs RY
+140.3%
-50.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -0.7% | +2.7% | -3.5% | -1.5% |
| 30D | +3.3% | -1.0% | +4.3% | +3.5% |
| 3M | +8.5% | +7.6% | +0.8% | +5.9% |
| 6M | -3.5% | +29.5% | -33.0% | -11.0% |
| YTD | +5.5% | +24.2% | -18.7% | -1.5% |
| 1Y | -1.7% | +46.4% | -48.1% | -13.1% |
| 3Y | +56.9% | +159.4% | -102.5% | +12.6% |
| 5Y | +89.4% | +141.8% | -52.5% | +35.8% |
| All | +89.4% | +140.3% | -50.9% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling