+398.2%
RY vs TRU
+238.0%
+160.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.9% | +5.2% | +0.8% |
| 7D | +3.1% | -6.8% | +9.9% | +4.9% |
| 30D | -0.3% | 0.0% | -0.4% | -0.5% |
| 3M | +8.7% | +13.3% | -4.6% | +4.3% |
| 6M | +28.5% | +3.4% | +25.1% | +25.9% |
| YTD | +25.1% | -6.4% | +31.5% | +25.0% |
| 1Y | +46.3% | -9.7% | +56.0% | +46.8% |
| 3Y | +154.9% | +0.1% | +154.8% | +137.0% |
| 5Y | +140.3% | -34.0% | +174.3% | +149.9% |
| 10Y | +377.0% | +147.9% | +229.2% | +224.2% |
| All | +398.2% | +238.0% | +160.2% | +209.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling