+47.0%
RY vs TRU
-15.9%
+62.9%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.5% |
| 7D | +2.7% | -7.2% | +9.9% | +3.3% |
| 30D | -1.0% | -2.8% | +1.8% | -0.8% |
| 3M | +7.6% | +13.0% | -5.4% | +6.2% |
| 6M | +29.5% | +0.7% | +28.8% | +28.5% |
| YTD | +24.2% | -9.0% | +33.2% | +24.5% |
| All | +47.0% | -15.9% | +62.9% | +47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling