+123.3%
RY vs RNG
-69.1%
+192.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -1.1% |
| 7D | -0.9% | -11.3% | +10.4% | 0.0% |
| 30D | +5.9% | -5.7% | +11.5% | +6.3% |
| 3M | -4.3% | +16.8% | -21.0% | -5.6% |
| 6M | +12.1% | +58.5% | -46.3% | +7.2% |
| YTD | +20.3% | +151.3% | -131.0% | +9.0% |
| 1Y | +41.0% | +169.0% | -128.0% | +26.9% |
| 3Y | +157.5% | +156.9% | +0.6% | +127.7% |
| All | +123.3% | -69.1% | +192.5% | +116.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling