+141.8%
ED vs RY
+355.6%
-213.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.6% | -0.2% |
| 7D | -0.9% | -3.0% | +2.1% | -0.1% |
| 30D | +11.2% | +6.3% | +4.9% | +9.2% |
| 3M | +11.8% | -2.6% | +14.4% | +12.5% |
| 6M | +14.1% | +13.9% | +0.2% | +9.4% |
| YTD | +23.0% | +21.7% | +1.3% | +15.3% |
| 1Y | +23.7% | +40.4% | -16.8% | +10.8% |
| 3Y | +47.7% | +161.3% | -113.6% | +6.9% |
| 5Y | +82.6% | +126.5% | -43.8% | +37.3% |
| 10Y | +141.8% | +354.3% | -212.6% | +30.3% |
| All | +141.8% | +355.6% | -213.9% | +30.3% |
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