+56.6%
EWT vs RY
+27.2%
+29.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.4% |
| 7D | +4.0% | +3.1% | +0.9% | +1.4% |
| 30D | +10.3% | -0.3% | +10.6% | +10.6% |
| 3M | +6.1% | +8.7% | -2.6% | -2.2% |
| 6M | +56.6% | +28.5% | +28.1% | +16.8% |
| All | +56.6% | +27.2% | +29.4% | +16.8% |
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