+125.6%
EEM vs RY
+371.6%
-246.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.7% |
| 7D | +3.1% | +2.7% | +0.4% | +1.3% |
| 30D | +4.9% | -1.0% | +5.8% | +5.4% |
| 3M | +5.2% | +7.6% | -2.4% | +0.2% |
| 6M | +20.7% | +29.5% | -8.8% | +2.2% |
| YTD | +26.5% | +24.2% | +2.3% | +9.9% |
| 1Y | +37.8% | +46.4% | -8.5% | +7.8% |
| 3Y | +91.0% | +159.4% | -68.4% | +1.6% |
| 5Y | +47.0% | +141.8% | -94.8% | -19.1% |
| 10Y | +125.6% | +373.9% | -248.3% | -22.2% |
| All | +125.6% | +371.6% | -246.1% | -22.2% |
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