+43.7%
RY vs MKTX
-10.6%
+54.3%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -2.2% | -0.2% | -2.0% | -2.2% |
| 30D | -3.6% | +0.7% | -4.3% | -3.6% |
| 3M | +3.9% | +40.8% | -36.8% | +3.9% |
| 6M | +26.4% | -8.0% | +34.4% | +25.5% |
| YTD | +22.3% | -8.7% | +31.1% | +21.2% |
| 1Y | +43.7% | -11.8% | +55.5% | +39.6% |
| All | +43.7% | -10.6% | +54.3% | +39.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling