+25.7%
ET vs RY
+39.8%
-14.1%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | -0.2% |
| 7D | +3.0% | -0.5% | +3.6% | +3.0% |
| 30D | -3.5% | +4.7% | -8.2% | -3.0% |
| 3M | -5.6% | -4.5% | -1.1% | -6.1% |
| 6M | +0.5% | +12.5% | -12.0% | +2.2% |
| YTD | +26.3% | +21.1% | +5.2% | +30.7% |
| 1Y | +25.7% | +38.6% | -13.0% | +32.2% |
| All | +25.7% | +39.8% | -14.1% | +32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling