+174.2%
EXPE vs RY
+154.9%
+19.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.2% |
| 7D | -9.5% | +3.1% | -12.6% | -11.4% |
| 30D | -6.6% | -0.3% | -6.3% | -6.5% |
| 3M | +31.4% | +8.7% | +22.7% | +23.1% |
| 6M | +35.2% | +28.5% | +6.7% | +11.3% |
| YTD | +5.8% | +25.1% | -19.3% | -11.3% |
| 1Y | +38.7% | +46.3% | -7.6% | +2.6% |
| All | +174.2% | +154.9% | +19.3% | +29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling