+120.9%
MAR vs RY
+160.7%
-39.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -0.8% |
| 7D | +1.8% | -0.5% | +2.3% | +2.1% |
| 30D | +14.3% | +4.7% | +9.6% | +11.2% |
| 3M | +20.0% | -4.5% | +24.5% | +23.1% |
| 6M | +21.7% | +12.5% | +9.2% | +12.5% |
| YTD | +37.7% | +21.1% | +16.5% | +21.3% |
| 1Y | +46.8% | +38.6% | +8.2% | +18.8% |
| All | +120.9% | +160.7% | -39.8% | +32.2% |
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