+349.4%
RY vs MKTX
+12.8%
+336.6%
-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% | -0.4% | -0.4% |
| 7D | -0.5% | +0.2% | -0.8% | -0.6% |
| 30D | +4.7% | +0.9% | +3.8% | +4.6% |
| 3M | -4.5% | +2.5% | -7.0% | -4.8% |
| 6M | +12.5% | +18.6% | -6.1% | +9.1% |
| YTD | +21.1% | -7.1% | +28.2% | +21.7% |
| 1Y | +38.6% | -0.3% | +39.0% | +37.7% |
| 3Y | +160.2% | -22.3% | +182.4% | +164.3% |
| 5Y | +124.7% | -54.5% | +179.2% | +144.6% |
| All | +349.4% | +12.8% | +336.6% | +307.9% |
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