+137.7%
RY vs MKTX
-61.3%
+199.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -0.5% | +0.3% | -0.8% | -0.5% |
| 30D | -1.9% | +1.0% | -2.8% | -2.0% |
| 3M | +5.1% | +40.8% | -35.7% | +0.9% |
| 6M | +28.2% | -10.9% | +39.1% | +29.8% |
| YTD | +22.9% | -8.6% | +31.5% | +23.9% |
| 1Y | +45.5% | -11.6% | +57.0% | +47.1% |
| 3Y | +156.7% | -24.5% | +181.2% | +160.7% |
| 5Y | +137.7% | -60.7% | +198.4% | +146.8% |
| All | +137.7% | -61.3% | +199.0% | +146.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling