+178.5%
EXE vs RY
+201.2%
-22.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.8% |
| 7D | -0.3% | +3.1% | -3.4% | -2.0% |
| 30D | +8.5% | -0.3% | +8.8% | +8.5% |
| 3M | +5.5% | +8.7% | -3.2% | -0.2% |
| 6M | -5.9% | +28.5% | -34.4% | -20.0% |
| YTD | -9.7% | +25.1% | -34.8% | -22.2% |
| 1Y | +3.6% | +46.3% | -42.7% | -19.9% |
| 3Y | +18.0% | +154.9% | -136.9% | -42.1% |
| 5Y | +109.4% | +140.3% | -30.9% | +5.1% |
| All | +178.5% | +201.2% | -22.7% | +33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling