+141.9%
RY vs RBA
+45.3%
+96.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +3.1% | -2.9% | +6.0% | +3.6% |
| 30D | -0.3% | -12.3% | +12.0% | +1.8% |
| 3M | +8.7% | -20.5% | +29.2% | +12.3% |
| 6M | +28.5% | -18.5% | +47.1% | +32.1% |
| YTD | +25.1% | -18.2% | +43.3% | +28.2% |
| 1Y | +46.3% | -27.5% | +73.8% | +53.1% |
| 3Y | +154.9% | +38.1% | +116.9% | +137.7% |
| All | +141.9% | +45.3% | +96.7% | +118.7% |
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