+115.9%
EXPE vs RY
+354.4%
-238.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.7% |
| 7D | -11.2% | -0.6% | -10.6% | -10.2% |
| 30D | -7.5% | +6.1% | -13.6% | -12.1% |
| 3M | -19.1% | -3.4% | -15.7% | -16.1% |
| 6M | +10.7% | +12.8% | -2.1% | -1.6% |
| YTD | -9.9% | +21.0% | -30.9% | -25.7% |
| 1Y | -4.6% | +40.5% | -45.1% | -32.1% |
| 3Y | +116.8% | +159.9% | -43.1% | -17.9% |
| 5Y | +38.6% | +125.0% | -86.4% | -38.8% |
| 10Y | +115.9% | +350.6% | -234.7% | -43.8% |
| All | +115.9% | +354.4% | -238.5% | -43.8% |
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