+373.9%
RY vs RNG
+216.3%
+157.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.6% | -0.4% |
| 7D | +2.7% | -0.8% | +3.5% | +2.8% |
| 30D | -1.0% | +11.4% | -12.4% | -1.8% |
| 3M | +7.6% | +72.1% | -64.4% | +2.9% |
| 6M | +29.5% | +67.9% | -38.5% | +23.4% |
| YTD | +24.2% | +144.3% | -120.2% | +14.0% |
| 1Y | +46.4% | +117.5% | -71.1% | +35.4% |
| 3Y | +159.4% | +123.9% | +35.5% | +135.1% |
| 5Y | +141.8% | -70.1% | +211.9% | +141.4% |
| 10Y | +373.9% | +215.9% | +158.0% | +285.4% |
| All | +373.9% | +216.3% | +157.6% | +285.4% |
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