+378.9%
RY vs TRU
+243.5%
+135.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.7% |
| 7D | -0.9% | +5.7% | -6.6% | -2.3% |
| 30D | +5.9% | +29.2% | -23.4% | -1.3% |
| 3M | -4.3% | +2.7% | -6.9% | -5.6% |
| 6M | +12.1% | +15.2% | -3.1% | +6.5% |
| YTD | +20.3% | -4.9% | +25.1% | +19.1% |
| 1Y | +41.0% | +3.4% | +37.6% | +36.3% |
| 3Y | +157.5% | +63.2% | +94.3% | +107.1% |
| 5Y | +123.2% | -26.6% | +149.8% | +123.1% |
| 10Y | +365.7% | +172.8% | +192.9% | +206.1% |
| All | +378.9% | +243.5% | +135.4% | +195.1% |
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