+1,415.5%
ED vs RY
+11,573.6%
-10,158.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | -0.2% | +3.1% | -3.3% | -0.8% |
| 30D | -0.1% | -0.3% | +0.2% | -0.1% |
| 3M | +3.9% | +8.7% | -4.7% | +2.0% |
| 6M | -3.0% | +28.5% | -31.6% | -8.3% |
| YTD | +10.7% | +25.1% | -14.4% | +5.2% |
| 1Y | +13.3% | +46.3% | -32.9% | +4.0% |
| 3Y | +34.5% | +154.9% | -120.4% | +8.8% |
| 5Y | +67.1% | +140.3% | -73.1% | +36.3% |
| 10Y | +103.0% | +377.0% | -274.0% | +41.5% |
| All | +1,415.5% | +11,573.6% | -10,158.2% | +565.0% |
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