+11,143.8%
RY vs RRC
+1,014.2%
+10,129.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.7% | +0.8% | -2.4% |
| 7D | -1.1% | -6.9% | +5.8% | -0.3% |
| 30D | +4.4% | +25.4% | -21.0% | +1.3% |
| 3M | -2.9% | +31.9% | -34.9% | -6.5% |
| 6M | +15.6% | +17.2% | -1.6% | +12.7% |
| YTD | +21.8% | +43.4% | -21.6% | +15.5% |
| 1Y | +42.6% | +36.7% | +5.9% | +35.9% |
| 3Y | +160.9% | +38.8% | +122.1% | +144.9% |
| 5Y | +126.1% | +118.3% | +7.8% | +94.8% |
| 10Y | +371.7% | +67.7% | +304.0% | +270.3% |
| All | +11,143.8% | +1,014.2% | +10,129.7% | +7,470.2% |
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