+123.3%
RY vs RRC
+110.6%
+12.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.7% | -1.0% |
| 7D | -0.9% | -10.8% | +9.9% | +0.3% |
| 30D | +5.9% | +22.3% | -16.5% | +3.3% |
| 3M | -4.3% | +26.6% | -30.9% | -7.1% |
| 6M | +12.1% | +18.9% | -6.8% | +9.5% |
| YTD | +20.3% | +39.2% | -18.9% | +14.6% |
| 1Y | +41.0% | +34.0% | +7.0% | +34.9% |
| 3Y | +157.5% | +42.0% | +115.5% | +140.5% |
| All | +123.3% | +110.6% | +12.7% | +98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling