+126.5%
RY vs MKTX
-54.4%
+180.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.9% |
| 6M | +13.9% | +15.6% | -1.6% | +11.9% |
| YTD | +21.7% | -7.0% | +28.7% | +22.5% |
| 1Y | +40.4% | -1.2% | +41.7% | +40.2% |
| 3Y | +161.3% | -22.2% | +183.5% | +165.1% |
| 5Y | +126.5% | -53.7% | +180.2% | +132.3% |
| All | +126.5% | -54.4% | +180.8% | +132.3% |
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 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