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  • RSP vs RY✓SelectedUSD · RYRSP vs RY performance historyLatest closeAs of-0.48%09/04
Stock and ETF performance explorer

RSP vs RY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,127.7%
RY return
+2,298.2%
Excess return
-1,170.5%
Maximum drawdown
-59.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRYExcessAlpha
1D-0.5%-0.7%+0.2%-0.1%
7D-0.8%+3.1%-3.9%-2.6%
30D-0.3%-0.3%0.0%-0.2%
3M+4.3%+8.7%-4.4%-1.1%
6M+8.8%+28.5%-19.7%-6.9%
YTD+15.3%+25.1%-9.9%+0.1%
1Y+18.3%+46.3%-28.0%-6.7%
3Y+52.8%+154.9%-102.1%-14.9%
5Y+51.7%+140.3%-88.6%-12.8%
10Y+208.5%+377.0%-168.6%+17.6%
All+1,127.7%+2,298.2%-1,170.5%+159.9%

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