+3,116.5%
MAR vs RY
+3,883.3%
-766.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.7% |
| 7D | +4.3% | -0.9% | +5.2% | +4.9% |
| 30D | +16.8% | +5.9% | +11.0% | +12.5% |
| 3M | +16.0% | -4.3% | +20.3% | +19.2% |
| 6M | +16.5% | +12.1% | +4.3% | +7.5% |
| YTD | +35.0% | +20.3% | +14.8% | +18.9% |
| 1Y | +49.4% | +41.0% | +8.4% | +18.2% |
| 3Y | +124.1% | +157.5% | -33.5% | +17.8% |
| 5Y | +159.2% | +123.2% | +36.0% | +49.6% |
| 10Y | +553.9% | +365.7% | +188.2% | +138.7% |
| All | +3,116.5% | +3,883.3% | -766.8% | +270.0% |
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