+358.7%
RY vs RBA
+224.6%
+134.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | +0.1% | -1.0% |
| 7D | -0.9% | +4.3% | -5.2% | -1.8% |
| 30D | +5.9% | +16.3% | -10.5% | +2.2% |
| 3M | -4.3% | +1.3% | -5.6% | -4.8% |
| 6M | +12.1% | -11.1% | +23.2% | +14.1% |
| YTD | +20.3% | -8.5% | +28.7% | +21.0% |
| 1Y | +41.0% | -2.1% | +43.1% | +39.6% |
| 3Y | +157.5% | +44.6% | +113.0% | +129.6% |
| 5Y | +123.2% | +36.8% | +86.4% | +98.2% |
| All | +358.7% | +224.6% | +134.1% | +203.9% |
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