+3,403.4%
RIO vs RY
+11,573.6%
-8,170.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.9% |
| 7D | 0.0% | +3.1% | -3.1% | -2.3% |
| 30D | +4.0% | -0.3% | +4.3% | +4.0% |
| 3M | +0.1% | +8.7% | -8.5% | -6.3% |
| 6M | +12.7% | +28.5% | -15.8% | -6.9% |
| YTD | +35.6% | +25.1% | +10.4% | +14.3% |
| 1Y | +73.7% | +46.3% | +27.4% | +30.1% |
| 3Y | +93.3% | +154.9% | -61.6% | -6.2% |
| 5Y | +92.4% | +140.3% | -47.9% | -2.1% |
| 10Y | +606.9% | +377.0% | +229.9% | +116.2% |
| All | +3,403.4% | +11,573.6% | -8,170.2% | +352.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling