+161.2%
RY vs MKTX
-22.1%
+183.3%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.4% | +0.5% |
| 7D | -3.0% | +0.3% | -3.3% | -3.0% |
| 30D | +6.3% | +0.9% | +5.3% | +6.2% |
| 3M | -2.6% | +2.7% | -5.3% | -2.7% |
| 6M | +13.9% | +15.6% | -1.6% | +13.0% |
| YTD | +21.7% | -7.0% | +28.7% | +22.3% |
| 1Y | +40.4% | -1.2% | +41.7% | +40.4% |
| All | +161.2% | -22.1% | +183.3% | +163.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling