+56.5%
RGTI vs RY
+136.2%
-79.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -2.1% |
| 7D | +2.5% | -0.5% | +3.0% | +3.2% |
| 30D | -13.7% | -1.9% | -11.8% | -11.2% |
| 3M | -22.6% | +5.1% | -27.7% | -28.2% |
| 6M | -13.4% | +28.2% | -41.6% | -38.7% |
| YTD | -31.2% | +22.9% | -54.1% | -48.1% |
| 1Y | -7.6% | +45.5% | -53.1% | -44.6% |
| 3Y | +669.7% | +156.7% | +513.0% | +126.4% |
| All | +56.5% | +136.2% | -79.7% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling