+366.6%
RIO vs RY
+360.9%
+5.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.7% |
| 7D | +2.2% | -0.9% | +3.1% | +3.0% |
| 30D | -10.1% | +5.9% | -16.0% | -14.3% |
| 3M | -14.1% | -4.3% | -9.9% | -11.4% |
| 6M | -18.9% | +12.1% | -31.0% | -26.8% |
| YTD | +9.9% | +20.3% | -10.4% | -6.2% |
| 1Y | +27.0% | +41.0% | -14.0% | -5.0% |
| 3Y | +50.1% | +157.5% | -107.5% | -34.1% |
| 5Y | +95.3% | +123.2% | -27.9% | -3.2% |
| All | +366.6% | +360.9% | +5.7% | +33.3% |
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 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