+141.9%
RY vs USFR
+20.4%
+121.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +3.1% | +0.1% | +3.1% | +3.2% |
| 30D | -0.3% | +0.3% | -0.6% | 0.0% |
| 3M | +8.7% | +1.0% | +7.7% | +10.0% |
| 6M | +28.5% | +1.9% | +26.6% | +31.7% |
| YTD | +25.1% | +2.6% | +22.5% | +29.1% |
| 1Y | +46.3% | +4.0% | +42.3% | +53.0% |
| 3Y | +154.9% | +14.1% | +140.8% | +217.1% |
| All | +141.9% | +20.4% | +121.5% | +250.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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