+125.1%
RY vs EXEL
+281.2%
-156.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | +0.6% | -0.8% | +1.4% | +0.7% |
| 30D | +5.0% | +13.1% | -8.1% | +3.8% |
| 3M | -5.3% | +36.3% | -41.6% | -8.1% |
| 6M | +13.8% | +34.5% | -20.7% | +10.4% |
| YTD | +21.0% | +57.4% | -36.5% | +15.2% |
| 1Y | +40.5% | +62.9% | -22.4% | +33.2% |
| 3Y | +159.7% | +229.5% | -69.9% | +124.2% |
| All | +125.1% | +281.2% | -156.1% | +89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling