+1,120.4%
RSP vs RY
+2,235.0%
-1,114.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | 0.0% | -1.2% |
| 7D | -1.4% | -1.1% | -0.3% | -0.8% |
| 30D | +2.1% | +4.4% | -2.3% | -0.5% |
| 3M | -0.9% | -2.9% | +2.0% | +0.7% |
| 6M | +7.5% | +15.6% | -8.1% | -1.9% |
| YTD | +14.6% | +21.8% | -7.3% | +1.0% |
| 1Y | +17.6% | +42.6% | -25.0% | -5.8% |
| 3Y | +60.8% | +160.9% | -100.1% | -11.7% |
| 5Y | +46.1% | +126.1% | -79.9% | -12.9% |
| 10Y | +221.4% | +371.7% | -150.3% | +23.4% |
| All | +1,120.4% | +2,235.0% | -1,114.7% | +162.3% |
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