+68.1%
ESI vs RY
+155.6%
-87.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.9% |
| 7D | -8.5% | -0.9% | -7.6% | -7.9% |
| 30D | -15.7% | +5.9% | -21.5% | -19.3% |
| 3M | -18.2% | -4.3% | -14.0% | -15.5% |
| 6M | -28.8% | +12.1% | -41.0% | -35.2% |
| YTD | +26.3% | +20.3% | +6.0% | +8.2% |
| 1Y | +18.2% | +41.0% | -22.8% | -10.5% |
| 3Y | +68.1% | +157.5% | -89.4% | -22.5% |
| All | +68.1% | +155.6% | -87.5% | -22.5% |
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