+84.9%
RUN vs RY
+354.4%
-269.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +0.6% | -13.4% | -13.5% |
| 7D | +0.3% | -0.6% | +0.9% | +0.3% |
| 30D | +14.0% | +6.1% | +7.9% | +5.4% |
| 3M | -11.8% | -3.4% | -8.4% | -8.5% |
| 6M | -40.4% | +12.8% | -53.2% | -49.2% |
| YTD | -52.7% | +21.0% | -73.7% | -62.6% |
| 1Y | -52.5% | +40.5% | -93.0% | -68.6% |
| 3Y | -7.7% | +159.9% | -167.6% | -70.1% |
| 5Y | -83.9% | +125.0% | -208.8% | -93.7% |
| 10Y | +84.9% | +350.6% | -265.6% | -54.4% |
| All | +84.9% | +354.4% | -269.4% | -54.4% |
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