+332.8%
ESI vs RY
+355.6%
-22.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.5% |
| 7D | +1.8% | -3.0% | +4.8% | +4.9% |
| 30D | -6.6% | +6.3% | -12.8% | -11.8% |
| 3M | -9.4% | -2.6% | -6.8% | -7.3% |
| 6M | -24.1% | +13.9% | -38.1% | -33.3% |
| YTD | +37.1% | +21.7% | +15.4% | +13.2% |
| 1Y | +24.5% | +40.4% | -15.9% | -10.2% |
| 3Y | +83.2% | +161.3% | -78.2% | -28.3% |
| 5Y | +44.0% | +126.5% | -82.5% | -35.0% |
| 10Y | +332.8% | +354.3% | -21.5% | +9.9% |
| All | +332.8% | +355.6% | -22.8% | +9.9% |
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