-13.5%
ETN vs RY
+13.3%
-26.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.3% | +1.4% |
| 7D | +2.4% | -3.0% | +5.4% | +4.6% |
| 30D | -15.2% | +6.3% | -21.5% | -18.9% |
| 3M | -21.2% | -2.6% | -18.7% | -19.2% |
| 6M | -13.5% | +13.9% | -27.4% | -20.8% |
| All | -13.5% | +13.3% | -26.8% | -20.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling