+61.3%
EXE vs RY
+122.0%
-60.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.2% |
| 7D | -6.6% | -0.9% | -5.7% | -6.2% |
| 30D | -4.0% | +5.9% | -9.9% | -6.9% |
| 3M | -7.5% | -4.3% | -3.2% | -5.6% |
| 6M | -11.7% | +12.1% | -23.8% | -18.0% |
| YTD | -22.0% | +20.3% | -42.3% | -31.1% |
| 1Y | -21.8% | +41.0% | -62.8% | -38.0% |
| 3Y | +8.0% | +157.5% | -149.5% | -47.4% |
| All | +61.3% | +122.0% | -60.7% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling