+537.5%
MAR vs RY
+354.4%
+183.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.3% |
| 7D | +2.9% | -0.6% | +3.4% | +3.3% |
| 30D | +17.0% | +6.1% | +10.9% | +11.5% |
| 3M | +23.2% | -3.4% | +26.5% | +26.3% |
| 6M | +21.7% | +12.8% | +9.0% | +9.4% |
| YTD | +38.9% | +21.0% | +17.8% | +17.4% |
| 1Y | +48.7% | +40.5% | +8.2% | +10.7% |
| 3Y | +122.9% | +159.9% | -37.0% | -3.9% |
| 5Y | +177.5% | +125.0% | +52.5% | +34.8% |
| 10Y | +537.5% | +350.6% | +187.0% | +99.6% |
| All | +537.5% | +354.4% | +183.2% | +99.6% |
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 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