+374.0%
RY vs MKTX
+5.1%
+368.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -2.9% | -0.2% | -2.7% | -2.9% |
| 30D | -2.0% | +0.8% | -2.9% | -2.2% |
| 3M | +4.9% | +41.1% | -36.3% | -1.0% |
| 6M | +26.1% | -9.5% | +35.7% | +27.4% |
| YTD | +22.4% | -8.7% | +31.1% | +23.3% |
| 1Y | +44.7% | -10.0% | +54.7% | +45.9% |
| 3Y | +155.7% | -24.6% | +180.3% | +160.4% |
| 5Y | +137.7% | -60.3% | +198.0% | +165.3% |
| All | +374.0% | +5.1% | +368.9% | +344.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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