+1,334.3%
ET vs RY
+1,017.2%
+317.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.3% |
| 7D | -1.9% | -0.6% | -1.3% | -1.6% |
| 30D | -3.1% | +6.1% | -9.2% | -6.8% |
| 3M | -3.9% | -3.4% | -0.5% | -2.3% |
| 6M | +4.0% | +12.8% | -8.8% | -4.4% |
| YTD | +26.4% | +21.0% | +5.4% | +10.4% |
| 1Y | +24.9% | +40.5% | -15.6% | -1.0% |
| 3Y | +85.2% | +159.9% | -74.7% | -2.5% |
| 5Y | +218.3% | +125.0% | +93.3% | +82.7% |
| 10Y | +172.0% | +350.6% | -178.6% | +4.6% |
| All | +1,334.3% | +1,017.2% | +317.0% | +233.8% |
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