+3,214.7%
MAR vs RY
+3,930.5%
-715.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.3% | -0.2% |
| 7D | +1.0% | -3.0% | +4.0% | +3.0% |
| 30D | +16.2% | +6.3% | +10.0% | +11.6% |
| 3M | +23.1% | -2.6% | +25.6% | +24.9% |
| 6M | +22.0% | +13.9% | +8.0% | +11.3% |
| YTD | +39.2% | +21.7% | +17.5% | +21.5% |
| 1Y | +48.3% | +40.4% | +7.8% | +17.6% |
| 3Y | +123.4% | +161.3% | -37.9% | +16.3% |
| 5Y | +185.4% | +126.5% | +58.9% | +63.1% |
| 10Y | +539.2% | +354.3% | +184.8% | +136.6% |
| All | +3,214.7% | +3,930.5% | -715.8% | +278.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling