+348.6%
RY vs TRU
+183.1%
+165.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +0.6% | 0.0% | +0.5% | +0.6% |
| 30D | +5.0% | +21.3% | -16.3% | -0.3% |
| 3M | -5.3% | +0.2% | -5.5% | -6.0% |
| 6M | +13.8% | +22.4% | -8.5% | +6.5% |
| YTD | +21.0% | -4.8% | +25.8% | +19.8% |
| 1Y | +40.5% | -0.2% | +40.7% | +37.2% |
| 3Y | +159.7% | +57.9% | +101.7% | +111.0% |
| 5Y | +124.3% | -26.1% | +150.5% | +124.8% |
| All | +348.6% | +183.1% | +165.5% | +231.4% |
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