-85.1%
RUN vs RY
+123.4%
-208.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.5% |
| 7D | -13.5% | +0.6% | -14.1% | -14.1% |
| 30D | +18.3% | +5.0% | +13.3% | +9.3% |
| 3M | -12.5% | -5.3% | -7.2% | -5.6% |
| 6M | -40.3% | +13.8% | -54.1% | -51.8% |
| YTD | -53.1% | +21.0% | -74.0% | -65.1% |
| 1Y | -54.3% | +40.5% | -94.8% | -72.8% |
| 3Y | -6.5% | +159.7% | -166.2% | -78.3% |
| All | -85.1% | +123.4% | -208.5% | -96.1% |
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