+387.5%
EAT vs RY
+371.9%
+15.7%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +1.3% |
| 7D | 0.0% | +3.1% | -3.1% | -3.4% |
| 30D | +1.9% | -0.3% | +2.2% | +2.1% |
| 3M | +68.7% | +8.7% | +60.0% | +52.7% |
| 6M | +66.9% | +28.5% | +38.4% | +25.4% |
| YTD | +60.4% | +25.1% | +35.3% | +23.6% |
| 1Y | +44.0% | +46.3% | -2.3% | -7.0% |
| 3Y | +604.7% | +154.9% | +449.7% | +132.6% |
| 5Y | +347.0% | +140.3% | +206.7% | +55.3% |
| All | +387.5% | +371.9% | +15.7% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling