+53.1%
RGTI vs RY
+164.3%
-111.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | 0.0% |
| 7D | -0.1% | -2.9% | +2.7% | +3.9% |
| 30D | -16.2% | -2.0% | -14.2% | -13.7% |
| 3M | -22.0% | +4.9% | -26.9% | -27.2% |
| 6M | -10.8% | +26.1% | -36.9% | -34.5% |
| YTD | -31.6% | +22.4% | -53.9% | -47.5% |
| 1Y | -6.4% | +44.7% | -51.1% | -42.3% |
| 3Y | +665.7% | +155.7% | +510.0% | +139.9% |
| 5Y | +55.6% | +137.7% | -82.0% | -45.9% |
| All | +53.1% | +164.3% | -111.2% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling