+773.1%
EXPE vs RY
+1,294.4%
-521.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -2.9% | -10.9% | -11.6% |
| 7D | -3.6% | -1.1% | -2.5% | -2.4% |
| 30D | +4.8% | +4.4% | +0.3% | +1.8% |
| 3M | -14.6% | -2.9% | -11.7% | -12.4% |
| 6M | +10.0% | +15.6% | -5.6% | -1.6% |
| YTD | -3.3% | +21.8% | -25.1% | -17.2% |
| 1Y | +28.4% | +42.6% | -14.2% | -2.5% |
| 3Y | +145.1% | +160.9% | -15.8% | +16.8% |
| 5Y | +51.6% | +126.1% | -74.4% | -18.3% |
| 10Y | +128.8% | +371.7% | -242.9% | -25.5% |
| All | +773.1% | +1,294.4% | -521.3% | +62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling