+4,006.9%
RY vs RBA
+4,058.7%
-51.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.5% | -2.8% |
| 7D | -1.1% | +7.3% | -8.4% | -2.8% |
| 30D | +4.4% | +16.9% | -12.5% | +0.5% |
| 3M | -2.9% | -0.5% | -2.5% | -3.2% |
| 6M | +15.6% | -10.4% | +26.0% | +17.5% |
| YTD | +21.8% | -7.2% | +29.0% | +22.3% |
| 1Y | +42.6% | -2.2% | +44.8% | +41.3% |
| 3Y | +160.9% | +43.7% | +117.2% | +132.3% |
| 5Y | +126.1% | +38.7% | +87.4% | +98.4% |
| 10Y | +371.7% | +231.7% | +140.0% | +218.9% |
| All | +4,006.9% | +4,058.7% | -51.9% | +1,626.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling