+687.4%
ETN vs RY
+379.4%
+308.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -0.7% |
| 7D | +6.2% | -0.5% | +6.7% | +6.7% |
| 30D | -6.7% | -1.9% | -4.8% | -5.2% |
| 3M | +3.6% | +5.1% | -1.5% | -0.8% |
| 6M | +18.3% | +28.2% | -9.8% | -4.5% |
| YTD | +31.5% | +22.9% | +8.6% | +9.8% |
| 1Y | +20.6% | +45.5% | -24.9% | -13.1% |
| 3Y | +82.5% | +156.7% | -74.2% | -21.9% |
| 5Y | +177.8% | +137.7% | +40.1% | +25.1% |
| All | +687.4% | +379.4% | +308.0% | +88.8% |
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 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