+1,394.3%
EXC vs RY
+11,266.1%
-9,871.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +1.6% |
| 7D | +1.4% | -1.1% | +2.5% | +1.7% |
| 30D | +11.6% | +4.4% | +7.2% | +9.9% |
| 3M | +2.7% | -2.9% | +5.6% | +3.6% |
| 6M | +2.7% | +15.6% | -12.9% | -2.8% |
| YTD | +9.7% | +21.8% | -12.1% | +1.6% |
| 1Y | +4.5% | +42.6% | -38.1% | -8.6% |
| 3Y | +28.5% | +160.9% | -132.4% | -10.5% |
| 5Y | +43.9% | +126.1% | -82.1% | +4.8% |
| 10Y | +183.7% | +371.7% | -188.0% | +59.7% |
| All | +1,394.3% | +11,266.1% | -9,871.8% | +356.5% |
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