+44.3%
EXPE vs RY
+126.4%
-82.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +1.9% |
| 7D | -17.8% | -3.0% | -14.8% | -15.1% |
| 30D | -3.2% | +6.3% | -9.5% | -7.8% |
| 3M | -19.0% | -2.6% | -16.4% | -16.7% |
| 6M | +17.7% | +13.9% | +3.8% | +4.1% |
| YTD | -7.8% | +21.7% | -29.5% | -23.8% |
| 1Y | -1.4% | +40.4% | -41.8% | -29.2% |
| 3Y | +121.9% | +161.3% | -39.4% | -17.1% |
| 5Y | +44.3% | +126.5% | -82.2% | -37.8% |
| All | +44.3% | +126.4% | -82.2% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling