+161.2%
RY vs RRC
+60.0%
+101.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.5% |
| 7D | -3.0% | -0.5% | -2.5% | -3.0% |
| 30D | +6.3% | +25.2% | -18.9% | +4.7% |
| 3M | -2.6% | +27.8% | -30.4% | -4.1% |
| 6M | +13.9% | +27.2% | -13.3% | +12.1% |
| YTD | +21.7% | +48.2% | -26.5% | +17.4% |
| 1Y | +40.4% | +34.7% | +5.7% | +36.9% |
| All | +161.2% | +60.0% | +101.2% | +145.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling