-50.7%
RIG vs RY
+354.4%
-405.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.8% | -2.0% |
| 7D | -12.2% | -0.6% | -11.6% | -11.9% |
| 30D | -6.0% | +6.1% | -12.1% | -13.7% |
| 3M | -9.4% | -3.4% | -6.1% | -6.7% |
| 6M | -19.1% | +12.8% | -31.9% | -33.5% |
| YTD | +25.4% | +21.0% | +4.4% | -8.0% |
| 1Y | +23.3% | +40.5% | -17.1% | -26.9% |
| 3Y | -22.1% | +159.9% | -182.0% | -82.1% |
| 5Y | +50.1% | +125.0% | -74.8% | -56.0% |
| 10Y | -50.7% | +350.6% | -401.2% | -89.7% |
| All | -50.7% | +354.4% | -405.0% | -89.7% |
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