+1,667.6%
RY vs MKTX
+1,446.2%
+221.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +3.1% | +0.4% | +2.7% | +3.0% |
| 30D | -0.3% | +1.1% | -1.4% | -0.5% |
| 3M | +8.7% | +36.1% | -27.4% | +1.2% |
| 6M | +28.5% | -12.9% | +41.4% | +30.6% |
| YTD | +25.1% | -8.5% | +33.6% | +25.7% |
| 1Y | +46.3% | -7.5% | +53.8% | +46.3% |
| 3Y | +154.9% | -28.3% | +183.3% | +162.5% |
| 5Y | +140.3% | -63.3% | +203.6% | +177.9% |
| 10Y | +377.0% | +4.5% | +372.5% | +319.3% |
| All | +1,667.6% | +1,446.2% | +221.4% | +606.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling