+14.2%
ETN vs RY
+44.8%
-30.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.1% |
| 7D | +3.0% | -2.9% | +5.9% | +5.5% |
| 30D | -10.9% | -2.0% | -8.9% | -9.4% |
| 3M | +9.2% | +4.9% | +4.4% | +5.1% |
| 6M | +13.9% | +26.1% | -12.2% | -5.3% |
| YTD | +29.5% | +22.4% | +7.2% | +8.4% |
| 1Y | +14.2% | +44.7% | -30.5% | -17.0% |
| All | +14.2% | +44.8% | -30.6% | -17.0% |
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 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