+877.5%
EME vs RY
+351.1%
+526.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.4% |
| 7D | +8.4% | +0.6% | +7.8% | +8.0% |
| 30D | -11.5% | +5.0% | -16.5% | -15.0% |
| 3M | -20.6% | -5.3% | -15.3% | -17.4% |
| 6M | -28.5% | +13.8% | -42.3% | -35.5% |
| YTD | +8.0% | +21.0% | -12.9% | -6.8% |
| 1Y | +6.8% | +40.5% | -33.7% | -17.9% |
| 3Y | +213.9% | +159.7% | +54.2% | +48.3% |
| 5Y | +414.8% | +124.3% | +290.5% | +168.4% |
| All | +877.5% | +351.1% | +526.4% | +213.5% |
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