+1,994.5%
RSG vs RY
+4,024.2%
-2,029.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | +0.3% | +3.1% | -2.8% | -0.9% |
| 30D | +7.6% | -0.3% | +7.9% | +7.6% |
| 3M | +7.4% | +8.7% | -1.2% | +3.8% |
| 6M | -3.3% | +28.5% | -31.8% | -12.6% |
| YTD | +6.0% | +25.1% | -19.1% | -3.4% |
| 1Y | -3.7% | +46.3% | -50.0% | -17.4% |
| 3Y | +59.1% | +154.9% | -95.8% | +8.7% |
| 5Y | +89.0% | +140.3% | -51.3% | +31.0% |
| 10Y | +412.5% | +377.0% | +35.5% | +169.6% |
| All | +1,994.5% | +4,024.2% | -2,029.7% | +550.7% |
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