+190.6%
EME vs RY
+155.6%
+35.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +3.1% |
| 7D | -10.5% | -0.9% | -9.6% | -10.1% |
| 30D | -22.4% | +5.9% | -28.3% | -25.7% |
| 3M | -24.7% | -4.3% | -20.4% | -22.5% |
| 6M | -35.5% | +12.1% | -47.6% | -40.4% |
| YTD | -0.3% | +20.3% | -20.6% | -12.2% |
| 1Y | -6.7% | +41.0% | -47.7% | -25.3% |
| 3Y | +190.6% | +157.5% | +33.1% | +74.7% |
| All | +190.6% | +155.6% | +35.1% | +74.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling