+141.9%
RY vs TRU
-33.8%
+175.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.9% | +5.2% | +0.4% |
| 7D | +3.1% | -6.8% | +9.9% | +4.4% |
| 30D | -0.3% | 0.0% | -0.4% | -0.5% |
| 3M | +8.7% | +13.3% | -4.6% | +5.5% |
| 6M | +28.5% | +3.4% | +25.1% | +26.7% |
| YTD | +25.1% | -6.4% | +31.5% | +25.2% |
| 1Y | +46.3% | -9.7% | +56.0% | +46.9% |
| 3Y | +154.9% | +0.1% | +154.8% | +142.9% |
| All | +141.9% | -33.8% | +175.7% | +144.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling