+161.8%
MAR vs RY
+140.8%
+21.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.6% |
| 7D | -4.2% | +3.1% | -7.3% | -6.2% |
| 30D | -6.7% | -0.3% | -6.4% | -6.6% |
| 3M | -12.5% | +8.7% | -21.1% | -17.8% |
| 6M | +0.6% | +28.5% | -28.0% | -16.2% |
| YTD | +9.1% | +25.1% | -16.0% | -7.5% |
| 1Y | +26.2% | +46.3% | -20.1% | -4.6% |
| 3Y | +68.2% | +154.9% | -86.8% | -17.0% |
| All | +161.8% | +140.8% | +21.1% | +32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling