+9,232.7%
ETN vs RY
+11,573.6%
-2,340.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.9% |
| 7D | +2.0% | +3.1% | -1.1% | +0.2% |
| 30D | -7.9% | -0.3% | -7.6% | -7.8% |
| 3M | -1.6% | +8.7% | -10.3% | -6.1% |
| 6M | +16.9% | +28.5% | -11.7% | +1.3% |
| YTD | +30.1% | +25.1% | +5.0% | +14.4% |
| 1Y | +19.3% | +46.3% | -27.0% | -4.1% |
| 3Y | +82.5% | +154.9% | -72.4% | +6.1% |
| 5Y | +166.8% | +140.3% | +26.6% | +60.0% |
| 10Y | +649.7% | +377.0% | +272.7% | +216.2% |
| All | +9,232.7% | +11,573.6% | -2,340.9% | +1,403.7% |
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