+126.2%
RY vs RBA
+47.6%
+78.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | +1.1% |
| 7D | -0.2% | +2.5% | -2.7% | -0.6% |
| 30D | +7.1% | +11.6% | -4.5% | +5.1% |
| 3M | -2.7% | +1.5% | -4.2% | -3.1% |
| 6M | +13.8% | -6.6% | +20.4% | +14.3% |
| YTD | +22.1% | -6.3% | +28.3% | +22.2% |
| 1Y | +43.1% | -4.0% | +47.0% | +42.5% |
| 3Y | +163.6% | +47.3% | +116.4% | +142.6% |
| 5Y | +126.2% | +47.7% | +78.6% | +119.4% |
| All | +126.2% | +47.6% | +78.6% | +119.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling