+127.4%
ED vs RY
+360.6%
-233.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.0% |
| 7D | +1.6% | -0.9% | +2.5% | +1.9% |
| 30D | +13.3% | +5.9% | +7.4% | +11.4% |
| 3M | +9.7% | -4.3% | +14.0% | +11.0% |
| 6M | +12.8% | +12.1% | +0.7% | +8.7% |
| YTD | +22.3% | +20.3% | +2.0% | +15.1% |
| 1Y | +26.3% | +41.0% | -14.7% | +13.0% |
| 3Y | +45.0% | +157.5% | -112.5% | +5.5% |
| 5Y | +80.2% | +123.2% | -43.0% | +36.2% |
| All | +127.4% | +360.6% | -233.2% | +22.8% |
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