+4,700.7%
RY vs EXEL
+273.2%
+4,427.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +3.1% | +8.4% | -5.3% | +2.3% |
| 30D | -0.3% | +4.1% | -4.4% | -0.8% |
| 3M | +8.7% | +12.4% | -3.8% | +7.3% |
| 6M | +28.5% | +41.5% | -13.0% | +23.9% |
| YTD | +25.1% | +34.6% | -9.5% | +21.0% |
| 1Y | +46.3% | +57.9% | -11.6% | +39.0% |
| 3Y | +154.9% | +159.5% | -4.6% | +127.9% |
| 5Y | +140.3% | +198.5% | -58.2% | +109.8% |
| 10Y | +377.0% | +411.4% | -34.3% | +273.7% |
| All | +4,700.7% | +273.2% | +4,427.5% | +2,658.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling