+63.2%
RIG vs RY
+140.3%
-77.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.8% | -0.8% |
| 7D | -2.7% | +2.7% | -5.4% | -5.3% |
| 30D | +9.5% | -1.0% | +10.5% | +10.3% |
| 3M | -6.6% | +7.6% | -14.3% | -14.8% |
| 6M | -2.9% | +29.5% | -32.3% | -28.4% |
| YTD | +39.5% | +24.2% | +15.3% | +7.4% |
| 1Y | +82.3% | +46.4% | +35.9% | +15.6% |
| 3Y | -29.6% | +159.4% | -189.0% | -79.7% |
| 5Y | +63.2% | +141.8% | -78.7% | -49.3% |
| All | +63.2% | +140.3% | -77.1% | -49.3% |
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 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