+17.0%
EIX vs RY
+373.9%
-356.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.2% |
| 7D | -19.1% | +3.1% | -22.2% | -20.6% |
| 30D | -16.9% | -0.3% | -16.6% | -16.9% |
| 3M | -20.0% | +8.7% | -28.7% | -24.0% |
| 6M | -21.3% | +28.5% | -49.9% | -32.3% |
| YTD | -1.7% | +25.1% | -26.8% | -14.3% |
| 1Y | +9.6% | +46.3% | -36.7% | -13.0% |
| 3Y | -3.7% | +154.9% | -158.6% | -45.4% |
| 5Y | +22.6% | +140.3% | -117.7% | -29.0% |
| All | +17.0% | +373.9% | -356.9% | -55.7% |
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 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