+157.5%
RY vs RNG
+154.7%
+2.9%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -1.1% |
| 7D | -0.9% | -11.3% | +10.4% | -0.2% |
| 30D | +5.9% | -5.7% | +11.5% | +6.2% |
| 3M | -4.3% | +16.8% | -21.0% | -5.2% |
| 6M | +12.1% | +58.5% | -46.3% | +8.6% |
| YTD | +20.3% | +151.3% | -131.0% | +11.1% |
| 1Y | +41.0% | +169.0% | -128.0% | +29.2% |
| 3Y | +157.5% | +156.9% | +0.6% | +132.9% |
| All | +157.5% | +154.7% | +2.9% | +132.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling