+144.5%
EXE vs RY
+193.8%
-49.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +0.8% |
| 7D | -3.9% | -0.2% | -3.7% | -3.9% |
| 30D | -2.6% | +7.1% | -9.6% | -6.3% |
| 3M | -6.9% | -2.7% | -4.2% | -5.8% |
| 6M | -9.3% | +13.8% | -23.1% | -16.8% |
| YTD | -20.7% | +22.1% | -42.8% | -30.9% |
| 1Y | -21.8% | +43.1% | -64.9% | -39.0% |
| 3Y | +16.2% | +163.6% | -147.4% | -45.1% |
| 5Y | +61.1% | +126.2% | -65.1% | -15.6% |
| All | +144.5% | +193.8% | -49.3% | +18.3% |
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