+724.1%
EEM vs RY
+2,320.1%
-1,595.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +3.1% |
| 7D | -2.8% | -0.9% | -1.9% | -2.2% |
| 30D | -11.9% | +5.9% | -17.8% | -15.6% |
| 3M | -8.8% | -4.3% | -4.5% | -6.0% |
| 6M | -11.6% | +12.1% | -23.8% | -19.2% |
| YTD | +9.0% | +20.3% | -11.3% | -5.3% |
| 1Y | +10.6% | +41.0% | -30.4% | -14.6% |
| 3Y | +64.4% | +157.5% | -93.2% | -20.2% |
| 5Y | +31.0% | +123.2% | -92.1% | -30.4% |
| 10Y | +105.6% | +365.7% | -260.1% | -39.8% |
| All | +724.1% | +2,320.1% | -1,595.9% | +7.6% |
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