+371.5%
RY vs RRC
+10.9%
+360.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | +3.1% | +1.3% | +1.8% | +3.0% |
| 30D | -0.3% | +10.1% | -10.4% | -1.4% |
| 3M | +8.7% | +4.0% | +4.7% | +8.0% |
| 6M | +28.5% | +1.6% | +27.0% | +27.9% |
| YTD | +25.1% | +19.7% | +5.4% | +22.0% |
| 1Y | +46.3% | +21.4% | +24.9% | +42.1% |
| 3Y | +154.9% | +29.7% | +125.3% | +142.9% |
| 5Y | +140.3% | +153.9% | -13.6% | +107.3% |
| All | +371.5% | +10.9% | +360.6% | +284.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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