+354.3%
RY vs EXEL
+354.7%
-0.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -3.0% | -2.8% | -0.2% | -2.7% |
| 30D | +6.3% | +18.2% | -11.9% | +4.4% |
| 3M | -2.6% | +37.7% | -40.3% | -5.9% |
| 6M | +13.9% | +42.2% | -28.3% | +9.5% |
| YTD | +21.7% | +61.3% | -39.6% | +15.1% |
| 1Y | +40.4% | +64.5% | -24.1% | +32.5% |
| 3Y | +161.3% | +236.7% | -75.3% | +124.6% |
| 5Y | +126.5% | +296.3% | -169.8% | +88.9% |
| 10Y | +354.3% | +331.1% | +23.3% | +266.0% |
| All | +354.3% | +354.7% | -0.3% | +266.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling