+304.2%
ESI vs RY
+360.6%
-56.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +3.1% |
| 7D | -8.5% | -0.9% | -7.6% | -7.9% |
| 30D | -15.7% | +5.9% | -21.5% | -20.1% |
| 3M | -18.2% | -4.3% | -14.0% | -15.1% |
| 6M | -28.8% | +12.1% | -41.0% | -36.5% |
| YTD | +26.3% | +20.3% | +6.0% | +5.3% |
| 1Y | +18.2% | +41.0% | -22.8% | -15.1% |
| 3Y | +68.1% | +157.5% | -89.4% | -33.3% |
| 5Y | +28.8% | +123.2% | -94.4% | -41.1% |
| All | +304.2% | +360.6% | -56.4% | +2.3% |
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