+39.5%
EXPE vs RY
+122.0%
-82.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.3% | -3.6% | -3.7% |
| 7D | -9.3% | -0.9% | -8.4% | -7.9% |
| 30D | +0.1% | +5.9% | -5.7% | -4.2% |
| 3M | -15.3% | -4.3% | -11.0% | -11.5% |
| 6M | +5.5% | +12.1% | -6.6% | -5.3% |
| YTD | -8.0% | +20.3% | -28.2% | -23.1% |
| 1Y | +18.9% | +41.0% | -22.1% | -15.0% |
| 3Y | +135.5% | +157.5% | -22.0% | -10.8% |
| All | +39.5% | +122.0% | -82.5% | -38.8% |
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