+62.7%
EMR vs RY
+140.8%
-78.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.3% |
| 7D | -1.5% | +3.1% | -4.6% | -3.8% |
| 30D | -5.6% | -0.3% | -5.3% | -5.5% |
| 3M | +7.9% | +8.7% | -0.7% | +1.2% |
| 6M | +6.0% | +28.5% | -22.5% | -12.3% |
| YTD | +16.4% | +25.1% | -8.7% | -1.7% |
| 1Y | +16.6% | +46.3% | -29.7% | -12.0% |
| 3Y | +62.9% | +154.9% | -92.1% | -18.4% |
| All | +62.7% | +140.8% | -78.0% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling