-29.2%
ETHA vs RY
+95.7%
-124.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | +0.5% |
| 7D | +2.9% | -0.5% | +3.4% | +3.6% |
| 30D | +31.4% | -1.9% | +33.3% | +33.5% |
| 3M | +48.9% | +5.1% | +43.7% | +37.3% |
| 6M | +20.9% | +28.2% | -7.3% | -16.0% |
| YTD | -17.2% | +22.9% | -40.0% | -38.7% |
| 1Y | -42.8% | +45.5% | -88.3% | -66.4% |
| All | -29.2% | +95.7% | -124.9% | -79.0% |
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