+161.2%
RY vs EXEL
+238.6%
-77.4%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +4.8% |
| 3M | -2.6% | +37.7% | -40.3% | -5.1% |
| 6M | +13.9% | +42.2% | -28.3% | +10.5% |
| YTD | +21.7% | +61.3% | -39.6% | +16.4% |
| 1Y | +40.4% | +64.5% | -24.1% | +34.0% |
| All | +161.2% | +238.6% | -77.4% | +125.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling