-18.9%
EXE vs RY
+46.4%
-65.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.0% | -5.9% | -2.1% |
| 7D | -4.7% | +2.5% | -7.1% | -3.9% |
| 30D | +1.0% | +8.4% | -7.4% | +3.2% |
| 3M | -5.6% | +1.2% | -6.9% | -5.4% |
| 6M | -12.3% | +19.4% | -31.7% | -7.5% |
| YTD | -19.5% | +25.4% | -44.9% | -12.7% |
| 1Y | -18.9% | +46.7% | -65.6% | -17.9% |
| All | -18.9% | +46.4% | -65.3% | -17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling