+162.0%
RY vs RNG
+130.4%
+31.6%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | -0.5% |
| 7D | +3.1% | +5.8% | -2.7% | +2.8% |
| 30D | -0.3% | +19.6% | -19.9% | -1.5% |
| 3M | +8.7% | +67.0% | -58.4% | +4.8% |
| 6M | +28.5% | +88.4% | -59.8% | +22.2% |
| YTD | +25.1% | +155.5% | -130.4% | +14.9% |
| 1Y | +46.3% | +141.7% | -95.4% | +34.8% |
| All | +162.0% | +130.4% | +31.6% | +134.3% |
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