+373.9%
RY vs RBA
+182.6%
+191.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.3% |
| 7D | +2.7% | -1.1% | +3.8% | +3.0% |
| 30D | -1.0% | -13.2% | +12.2% | +2.1% |
| 3M | +7.6% | -21.4% | +29.0% | +12.8% |
| 6M | +29.5% | -20.9% | +50.3% | +35.3% |
| YTD | +24.2% | -19.9% | +44.0% | +28.9% |
| 1Y | +46.4% | -28.7% | +75.1% | +56.1% |
| 3Y | +159.4% | +27.4% | +132.0% | +138.0% |
| 5Y | +141.8% | +41.7% | +100.1% | +110.7% |
| 10Y | +373.9% | +189.6% | +184.3% | +212.2% |
| All | +373.9% | +182.6% | +191.3% | +212.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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