+415.4%
MAR vs RY
+371.6%
+43.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -1.7% |
| 7D | -1.7% | +2.7% | -4.4% | -3.9% |
| 30D | -6.9% | -1.0% | -5.9% | -6.3% |
| 3M | -15.8% | +7.6% | -23.5% | -21.2% |
| 6M | +1.9% | +29.5% | -27.5% | -18.2% |
| YTD | +6.6% | +24.2% | -17.6% | -11.6% |
| 1Y | +23.7% | +46.4% | -22.7% | -11.0% |
| 3Y | +64.6% | +159.4% | -94.8% | -28.9% |
| 5Y | +156.4% | +141.8% | +14.5% | +16.8% |
| 10Y | +415.4% | +373.9% | +41.5% | +42.9% |
| All | +415.4% | +371.6% | +43.7% | +42.9% |
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