+131.7%
EMB vs RY
+742.8%
-611.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | 0.0% | +3.1% | -3.1% | -0.5% |
| 30D | -0.3% | -0.3% | 0.0% | -0.3% |
| 3M | -0.4% | +8.7% | -9.1% | -1.7% |
| 6M | +0.1% | +28.5% | -28.4% | -3.6% |
| YTD | +1.6% | +25.1% | -23.5% | -1.8% |
| 1Y | +5.6% | +46.3% | -40.7% | -0.2% |
| 3Y | +29.8% | +154.9% | -125.1% | +12.8% |
| 5Y | +7.3% | +140.3% | -133.0% | -6.3% |
| 10Y | +30.4% | +377.0% | -346.6% | +4.0% |
| All | +131.7% | +742.8% | -611.1% | +72.7% |
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 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