+104.0%
EMR vs RY
+160.4%
-56.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.6% | +2.7% |
| 7D | +0.7% | -0.6% | +1.3% | +1.2% |
| 30D | +3.5% | +6.1% | -2.6% | -0.9% |
| 3M | +5.9% | -3.4% | +9.3% | +8.6% |
| 6M | +19.4% | +12.8% | +6.7% | +8.4% |
| YTD | +27.7% | +21.0% | +6.6% | +9.9% |
| 1Y | +30.9% | +40.5% | -9.5% | +1.9% |
| All | +104.0% | +160.4% | -56.5% | +9.2% |
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