+37.4%
ED vs RY
+154.9%
-117.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | -0.2% | +3.1% | -3.3% | -0.6% |
| 30D | -0.1% | -0.3% | +0.2% | -0.1% |
| 3M | +3.9% | +8.7% | -4.7% | +2.5% |
| 6M | -3.0% | +28.5% | -31.6% | -7.0% |
| YTD | +10.7% | +25.1% | -14.4% | +6.5% |
| 1Y | +13.3% | +46.3% | -32.9% | +5.2% |
| All | +37.4% | +154.9% | -117.5% | +6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling