+127.7%
EXPE vs RY
+351.1%
-223.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.0% |
| 7D | -0.5% | +0.6% | -1.1% | -1.0% |
| 30D | -6.1% | +5.0% | -11.1% | -9.9% |
| 3M | -21.3% | -5.3% | -16.0% | -16.8% |
| 6M | +19.0% | +13.8% | +5.2% | +4.8% |
| YTD | -8.4% | +21.0% | -29.4% | -24.5% |
| 1Y | -2.8% | +40.5% | -43.3% | -30.9% |
| 3Y | +120.8% | +159.7% | -38.9% | -16.3% |
| 5Y | +46.2% | +124.3% | -78.1% | -35.3% |
| All | +127.7% | +351.1% | -223.4% | -40.5% |
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