+70.3%
ED vs RY
+140.8%
-70.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | -0.2% | +3.1% | -3.3% | -0.9% |
| 30D | -0.1% | -0.3% | +0.2% | -0.1% |
| 3M | +3.9% | +8.7% | -4.7% | +1.8% |
| 6M | -3.0% | +28.5% | -31.6% | -8.9% |
| YTD | +10.7% | +25.1% | -14.4% | +4.5% |
| 1Y | +13.3% | +46.3% | -32.9% | +2.4% |
| 3Y | +34.5% | +154.9% | -120.4% | +1.2% |
| All | +70.3% | +140.8% | -70.4% | +29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling