+2,695.9%
ETR vs RY
+11,573.6%
-8,877.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +1.4% | +3.1% | -1.7% | +0.5% |
| 30D | +1.0% | -0.3% | +1.3% | +1.0% |
| 3M | -1.3% | +8.7% | -9.9% | -3.7% |
| 6M | +1.9% | +28.5% | -26.6% | -5.4% |
| YTD | +18.2% | +25.1% | -7.0% | +10.4% |
| 1Y | +24.7% | +46.3% | -21.6% | +11.3% |
| 3Y | +150.7% | +154.9% | -4.3% | +89.5% |
| 5Y | +127.0% | +140.3% | -13.3% | +73.8% |
| 10Y | +295.5% | +377.0% | -81.6% | +150.4% |
| All | +2,695.9% | +11,573.6% | -8,877.7% | +1,155.2% |
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