+350.6%
RY vs TRU
+174.2%
+176.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.3% |
| 7D | -0.6% | +4.6% | -5.2% | -1.7% |
| 30D | +6.1% | +25.4% | -19.3% | -0.1% |
| 3M | -3.4% | +4.0% | -7.3% | -4.9% |
| 6M | +12.8% | +14.5% | -1.7% | +7.4% |
| YTD | +21.0% | -3.7% | +24.7% | +19.5% |
| 1Y | +40.5% | +2.8% | +37.7% | +36.1% |
| 3Y | +159.9% | +58.5% | +101.4% | +111.1% |
| 5Y | +125.0% | -25.0% | +150.0% | +124.5% |
| 10Y | +350.6% | +186.0% | +164.6% | +231.2% |
| All | +350.6% | +174.2% | +176.4% | +231.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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