+603.1%
RIO vs RY
+371.6%
+231.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.2% |
| 7D | +1.9% | +2.7% | -0.8% | -0.3% |
| 30D | +5.0% | -1.0% | +5.9% | +5.5% |
| 3M | +5.1% | +7.6% | -2.5% | -1.6% |
| 6M | +17.6% | +29.5% | -11.8% | -5.5% |
| YTD | +36.3% | +24.2% | +12.1% | +13.4% |
| 1Y | +71.2% | +46.4% | +24.8% | +24.2% |
| 3Y | +102.7% | +159.4% | -56.7% | -11.7% |
| 5Y | +99.6% | +141.8% | -42.3% | -7.8% |
| 10Y | +603.1% | +373.9% | +229.2% | +76.1% |
| All | +603.1% | +371.6% | +231.5% | +76.1% |
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