+418.2%
RY vs USFR
+28.5%
+389.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | +5.9% | +0.4% | +5.5% | +5.7% |
| 3M | -4.3% | +1.1% | -5.3% | -4.7% |
| 6M | +12.1% | +2.1% | +10.1% | +11.1% |
| YTD | +20.3% | +3.4% | +16.9% | +18.5% |
| 1Y | +41.0% | +4.1% | +36.9% | +38.6% |
| 3Y | +157.5% | +14.4% | +143.1% | +143.4% |
| 5Y | +123.2% | +21.3% | +101.8% | +105.6% |
| 10Y | +365.7% | +28.5% | +337.2% | +319.4% |
| All | +418.2% | +28.5% | +389.7% | +367.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling