+350.6%
RY vs RNG
+247.5%
+103.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.5% |
| 7D | -0.6% | -6.0% | +5.4% | -0.1% |
| 30D | +6.1% | -7.4% | +13.5% | +6.7% |
| 3M | -3.4% | +14.6% | -17.9% | -4.5% |
| 6M | +12.8% | +61.5% | -48.7% | +8.0% |
| YTD | +21.0% | +155.7% | -134.7% | +10.6% |
| 1Y | +40.5% | +172.5% | -132.0% | +27.6% |
| 3Y | +159.9% | +168.0% | -8.1% | +132.3% |
| 5Y | +125.0% | -73.8% | +198.8% | +126.3% |
| 10Y | +350.6% | +240.3% | +110.3% | +271.7% |
| All | +350.6% | +247.5% | +103.1% | +271.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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