+6,438.2%
EW vs RY
+4,789.2%
+1,649.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | -0.3% | +3.1% | -3.5% | -1.4% |
| 30D | +1.0% | -0.3% | +1.4% | +1.1% |
| 3M | +2.8% | +8.7% | -5.9% | -0.4% |
| 6M | +5.5% | +28.5% | -23.0% | -3.8% |
| YTD | +5.5% | +25.1% | -19.7% | -3.0% |
| 1Y | +11.0% | +46.3% | -35.2% | -3.4% |
| 3Y | +17.7% | +154.9% | -137.2% | -16.6% |
| 5Y | -25.7% | +140.3% | -166.0% | -46.3% |
| 10Y | +132.8% | +377.0% | -244.2% | +34.0% |
| All | +6,438.2% | +4,789.2% | +1,649.0% | +2,198.8% |
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 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