+4,514.5%
RY vs EXEL
+340.0%
+4,174.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.5% | -1.4% |
| 7D | -0.9% | +0.3% | -1.2% | -0.9% |
| 30D | +5.9% | +19.0% | -13.2% | +4.0% |
| 3M | -4.3% | +33.3% | -37.5% | -7.0% |
| 6M | +12.1% | +42.9% | -30.7% | +8.0% |
| YTD | +20.3% | +58.7% | -38.5% | +14.4% |
| 1Y | +41.0% | +70.5% | -29.5% | +33.1% |
| 3Y | +157.5% | +233.8% | -76.3% | +124.8% |
| 5Y | +123.2% | +259.3% | -136.2% | +91.5% |
| 10Y | +365.7% | +484.1% | -118.4% | +261.7% |
| All | +4,514.5% | +340.0% | +4,174.6% | +2,507.7% |
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 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