-80.5%
RUN vs RY
+140.8%
-221.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | +0.6% |
| 7D | +1.3% | +3.1% | -1.9% | -3.1% |
| 30D | -15.3% | -0.3% | -14.9% | -15.0% |
| 3M | -40.0% | +8.7% | -48.7% | -47.4% |
| 6M | -27.0% | +28.5% | -55.5% | -50.2% |
| YTD | -51.7% | +25.1% | -76.8% | -65.4% |
| 1Y | -45.9% | +46.3% | -92.2% | -69.1% |
| 3Y | -43.8% | +154.9% | -198.7% | -86.0% |
| All | -80.5% | +140.8% | -221.2% | -95.0% |
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