+125.6%
EMB vs RY
+710.1%
-584.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | -0.1% | -0.9% | +0.8% | 0.0% |
| 30D | +1.3% | +5.9% | -4.6% | +0.4% |
| 3M | -2.7% | -4.3% | +1.5% | -2.2% |
| 6M | -2.8% | +12.1% | -14.9% | -4.5% |
| YTD | -1.1% | +20.3% | -21.4% | -3.9% |
| 1Y | 0.0% | +41.0% | -41.0% | -5.1% |
| 3Y | +28.8% | +157.5% | -128.7% | +11.7% |
| 5Y | +6.0% | +123.2% | -117.2% | -6.5% |
| 10Y | +29.1% | +365.7% | -336.6% | +3.4% |
| All | +125.6% | +710.1% | -584.6% | +69.0% |
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