+911.4%
EIX vs RY
+11,266.1%
-10,354.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | +0.1% |
| 7D | +2.5% | -1.1% | +3.6% | +2.9% |
| 30D | +14.1% | +4.4% | +9.6% | +12.3% |
| 3M | -9.4% | -2.9% | -6.5% | -8.6% |
| 6M | -9.1% | +15.6% | -24.7% | -14.1% |
| YTD | +7.1% | +21.8% | -14.7% | -0.8% |
| 1Y | +13.3% | +42.6% | -29.3% | -1.1% |
| 3Y | +10.9% | +160.9% | -150.0% | -22.4% |
| 5Y | +21.0% | +126.1% | -105.1% | -11.3% |
| 10Y | +33.6% | +371.7% | -338.1% | -24.1% |
| All | +911.4% | +11,266.1% | -10,354.6% | +215.0% |
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