+1,301.5%
EXC vs RY
+11,573.6%
-10,272.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | +0.3% | +3.1% | -2.8% | -0.8% |
| 30D | -3.7% | -0.3% | -3.4% | -3.6% |
| 3M | -1.3% | +8.7% | -9.9% | -4.4% |
| 6M | -9.7% | +28.5% | -38.2% | -17.7% |
| YTD | +2.9% | +25.1% | -22.2% | -5.5% |
| 1Y | +4.4% | +46.3% | -41.9% | -9.5% |
| 3Y | +22.2% | +154.9% | -132.7% | -14.2% |
| 5Y | +46.7% | +140.3% | -93.6% | +4.6% |
| 10Y | +155.3% | +377.0% | -221.7% | +43.2% |
| All | +1,301.5% | +11,573.6% | -10,272.2% | +324.4% |
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