+306.8%
ESI vs RY
+371.6%
-64.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.3% | +1.3% |
| 7D | +5.4% | +2.7% | +2.7% | +2.7% |
| 30D | -4.2% | -1.0% | -3.2% | -3.3% |
| 3M | -9.6% | +7.6% | -17.3% | -15.8% |
| 6M | +18.3% | +29.5% | -11.1% | -7.5% |
| YTD | +45.8% | +24.2% | +21.7% | +18.3% |
| 1Y | +39.2% | +46.4% | -7.2% | -3.3% |
| 3Y | +86.3% | +159.4% | -73.1% | -26.5% |
| 5Y | +76.2% | +141.8% | -65.6% | -25.2% |
| 10Y | +306.8% | +373.9% | -67.1% | -7.7% |
| All | +306.8% | +371.6% | -64.9% | -7.7% |
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 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