+5,396.8%
EAT vs RY
+11,573.6%
-6,176.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +1.0% |
| 7D | 0.0% | +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