+50.1%
RIO vs RY
+155.6%
-105.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.4% |
| 7D | +2.2% | -0.9% | +3.1% | +2.8% |
| 30D | -10.1% | +5.9% | -16.0% | -13.1% |
| 3M | -14.1% | -4.3% | -9.9% | -12.2% |
| 6M | -18.9% | +12.1% | -31.0% | -24.8% |
| YTD | +9.9% | +20.3% | -10.4% | -2.5% |
| 1Y | +27.0% | +41.0% | -14.0% | +3.7% |
| 3Y | +50.1% | +157.5% | -107.5% | -13.4% |
| All | +50.1% | +155.6% | -105.5% | -13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling