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  • EAT vs RY✓SelectedUSD · RYEAT vs RY performance historyLatest closeAs of+0.59%09/04
Stock and ETF performance explorer

EAT vs RY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+5,396.8%
RY return
+11,573.6%
Excess return
-6,176.8%
Maximum drawdown
-88.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRYExcessAlpha
1D+0.6%-0.7%+1.3%+1.0%
7D0.0%+3.1%-3.1%-1.9%
30D+1.9%-0.3%+2.2%+2.0%
3M+68.7%+8.7%+60.0%+59.9%
6M+66.9%+28.5%+38.4%+43.0%
YTD+60.4%+25.1%+35.3%+39.5%
1Y+44.0%+46.3%-2.3%+13.9%
3Y+604.7%+154.9%+449.7%+296.7%
5Y+347.0%+140.3%+206.7%+162.3%
10Y+390.8%+377.0%+13.7%+111.2%
All+5,396.8%+11,573.6%-6,176.8%+709.4%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling