+855.0%
EXPE vs RY
+1,332.1%
-477.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.2% |
| 7D | -9.5% | +3.1% | -12.6% | -11.6% |
| 30D | -6.6% | -0.3% | -6.3% | -6.6% |
| 3M | +31.4% | +8.7% | +22.7% | +22.8% |
| 6M | +35.2% | +28.5% | +6.7% | +10.9% |
| YTD | +5.8% | +25.1% | -19.3% | -11.6% |
| 1Y | +38.7% | +46.3% | -7.6% | +2.9% |
| 3Y | +175.8% | +154.9% | +20.8% | +33.2% |
| 5Y | +111.8% | +140.3% | -28.5% | +8.3% |
| 10Y | +179.7% | +377.0% | -197.3% | -10.3% |
| All | +855.0% | +1,332.1% | -477.1% | +73.7% |
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