+348.6%
RY vs MKTX
+12.8%
+335.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.6% | +0.2% | +0.3% | +0.5% |
| 30D | +5.0% | +0.9% | +4.1% | +4.9% |
| 3M | -5.3% | +2.6% | -7.9% | -5.7% |
| 6M | +13.8% | +20.4% | -6.6% | +10.1% |
| YTD | +21.0% | -7.1% | +28.0% | +21.5% |
| 1Y | +40.5% | -2.8% | +43.3% | +40.1% |
| 3Y | +159.7% | -21.7% | +181.4% | +163.4% |
| 5Y | +124.3% | -54.5% | +178.8% | +144.2% |
| All | +348.6% | +12.8% | +335.8% | +307.3% |
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