+77.3%
EXE vs RY
+125.1%
-47.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.1% |
| 7D | +3.6% | -0.5% | +4.1% | +3.8% |
| 30D | -4.3% | +4.7% | -9.1% | -6.8% |
| 3M | -7.7% | -4.5% | -3.2% | -5.7% |
| 6M | -7.2% | +12.5% | -19.8% | -14.1% |
| YTD | -18.5% | +21.1% | -39.7% | -28.3% |
| 1Y | -24.4% | +38.6% | -63.0% | -39.2% |
| 3Y | +21.6% | +160.2% | -138.6% | -41.1% |
| 5Y | +77.3% | +124.7% | -47.4% | -6.1% |
| All | +77.3% | +125.1% | -47.8% | -6.1% |
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