+498.8%
MAR vs RY
+351.1%
+147.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.2% |
| 7D | +1.6% | +0.6% | +1.0% | +1.1% |
| 30D | +13.8% | +5.0% | +8.8% | +9.3% |
| 3M | +20.3% | -5.3% | +25.6% | +25.4% |
| 6M | +21.3% | +13.8% | +7.5% | +8.1% |
| YTD | +37.2% | +21.0% | +16.3% | +16.0% |
| 1Y | +48.4% | +40.5% | +8.0% | +10.5% |
| 3Y | +120.1% | +159.7% | -39.5% | -5.0% |
| 5Y | +182.1% | +124.3% | +57.7% | +37.4% |
| All | +498.8% | +351.1% | +147.7% | +89.6% |
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