+140.6%
EXE vs RY
+189.5%
-48.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.1% |
| 3M | -7.5% | -4.3% | -3.2% | -5.6% |
| 6M | -11.7% | +12.1% | -23.8% | -18.3% |
| YTD | -22.0% | +20.3% | -42.3% | -31.4% |
| 1Y | -21.8% | +41.0% | -62.8% | -38.5% |
| 3Y | +8.0% | +157.5% | -149.5% | -48.2% |
| 5Y | +62.3% | +123.2% | -60.9% | -14.4% |
| All | +140.6% | +189.5% | -48.9% | +17.4% |
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