-41.9%
RIG vs RY
+372.5%
-414.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | +0.5% |
| 7D | -8.2% | -0.5% | -7.7% | -7.7% |
| 30D | -0.2% | -1.9% | +1.7% | +1.9% |
| 3M | -2.7% | +5.1% | -7.9% | -10.7% |
| 6M | -7.5% | +28.2% | -35.6% | -36.3% |
| YTD | +38.3% | +22.9% | +15.4% | +0.4% |
| 1Y | +81.8% | +45.5% | +36.4% | +3.9% |
| 3Y | -30.2% | +156.7% | -186.9% | -83.6% |
| 5Y | +59.9% | +137.7% | -77.8% | -56.3% |
| 10Y | -41.9% | +375.5% | -417.4% | -92.0% |
| All | -41.9% | +372.5% | -414.5% | -92.0% |
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