+47.6%
EXC vs RY
+140.8%
-93.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | +0.3% | +3.1% | -2.8% | -0.6% |
| 30D | -3.7% | -0.3% | -3.4% | -3.7% |
| 3M | -1.3% | +8.7% | -9.9% | -3.9% |
| 6M | -9.7% | +28.5% | -38.2% | -16.6% |
| YTD | +2.9% | +25.1% | -22.2% | -4.3% |
| 1Y | +4.4% | +46.3% | -41.9% | -8.2% |
| 3Y | +22.2% | +154.9% | -132.7% | -14.8% |
| All | +47.6% | +140.8% | -93.1% | +2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling