+152.1%
EXE vs RY
+192.9%
-40.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | +1.5% | -3.0% | +4.5% | +3.2% |
| 30D | -0.2% | +6.3% | -6.5% | -3.6% |
| 3M | -9.2% | -2.6% | -6.7% | -8.2% |
| 6M | -7.2% | +13.9% | -21.2% | -15.0% |
| YTD | -18.3% | +21.7% | -40.0% | -28.6% |
| 1Y | -23.6% | +40.4% | -64.1% | -39.6% |
| 3Y | +21.9% | +161.3% | -139.4% | -42.0% |
| 5Y | +73.7% | +126.5% | -52.8% | -9.2% |
| All | +152.1% | +192.9% | -40.8% | +22.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling