+224.6%
ESI vs RY
+396.7%
-172.1%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.6% |
| 7D | +3.3% | +3.1% | +0.2% | +0.2% |
| 30D | -5.9% | -0.3% | -5.5% | -5.6% |
| 3M | -14.1% | +8.7% | -22.7% | -21.0% |
| 6M | +6.6% | +28.5% | -22.0% | -17.2% |
| YTD | +45.0% | +25.1% | +19.9% | +15.4% |
| 1Y | +41.5% | +46.3% | -4.8% | -3.7% |
| 3Y | +78.8% | +154.9% | -76.2% | -32.0% |
| 5Y | +70.9% | +140.3% | -69.4% | -30.7% |
| 10Y | +317.1% | +377.0% | -60.0% | -19.2% |
| All | +224.6% | +396.7% | -172.1% | -42.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling