-82.8%
RUN vs RY
+122.0%
-204.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +3.0% |
| 7D | +33.4% | -0.9% | +34.3% | +34.1% |
| 30D | +31.1% | +5.9% | +25.3% | +19.6% |
| 3M | +6.4% | -4.3% | +10.7% | +12.6% |
| 6M | -22.2% | +12.1% | -34.3% | -35.8% |
| YTD | -45.8% | +20.3% | -66.0% | -59.3% |
| 1Y | -51.1% | +41.0% | -92.1% | -71.1% |
| 3Y | -3.0% | +157.5% | -160.5% | -77.3% |
| All | -82.8% | +122.0% | -204.8% | -95.3% |
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 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