+39.7%
RIG vs RY
+46.4%
-6.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.0% | -10.7% | -7.2% |
| 7D | -18.8% | +2.5% | -21.2% | -18.4% |
| 30D | -1.1% | +8.4% | -9.5% | -0.3% |
| 3M | +4.4% | +1.2% | +3.2% | +5.0% |
| 6M | -20.8% | +19.4% | -40.1% | -21.9% |
| YTD | +32.0% | +25.4% | +6.5% | +27.2% |
| 1Y | +39.7% | +46.7% | -6.9% | +10.8% |
| All | +39.7% | +46.4% | -6.7% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling