+44.6%
EEM vs RY
+140.8%
-96.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.2% |
| 7D | +2.3% | +3.1% | -0.8% | +0.5% |
| 30D | +4.5% | -0.3% | +4.9% | +4.6% |
| 3M | -0.1% | +8.7% | -8.7% | -4.8% |
| 6M | +16.9% | +28.5% | -11.6% | +1.3% |
| YTD | +26.2% | +25.1% | +1.1% | +10.8% |
| 1Y | +40.5% | +46.3% | -5.8% | +13.2% |
| 3Y | +86.2% | +154.9% | -68.8% | +8.1% |
| All | +44.6% | +140.8% | -96.1% | -14.3% |
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 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