+11,131.7%
RY vs RRC
+1,051.2%
+10,080.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.4% |
| 7D | -3.0% | -0.5% | -2.5% | -2.9% |
| 30D | +6.3% | +25.2% | -18.9% | +3.1% |
| 3M | -2.6% | +27.8% | -30.4% | -5.8% |
| 6M | +13.9% | +27.2% | -13.3% | +10.0% |
| YTD | +21.7% | +48.2% | -26.5% | +14.9% |
| 1Y | +40.4% | +34.7% | +5.7% | +34.1% |
| 3Y | +161.3% | +62.2% | +99.1% | +140.7% |
| 5Y | +126.5% | +130.9% | -4.4% | +93.9% |
| 10Y | +354.3% | +73.4% | +280.9% | +255.4% |
| All | +11,131.7% | +1,051.2% | +10,080.4% | +7,430.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling