+348.6%
RY vs EXPD
+335.0%
+13.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | 0.0% |
| 7D | +0.6% | +5.5% | -4.9% | -1.2% |
| 30D | +5.0% | -0.8% | +5.8% | +5.2% |
| 3M | -5.3% | +4.1% | -9.5% | -6.7% |
| 6M | +13.8% | +25.7% | -11.8% | +5.2% |
| YTD | +21.0% | +31.4% | -10.5% | +8.9% |
| 1Y | +40.5% | +42.2% | -1.7% | +23.0% |
| 3Y | +159.7% | +77.2% | +82.5% | +105.0% |
| 5Y | +124.3% | +61.0% | +63.3% | +80.4% |
| All | +348.6% | +335.0% | +13.6% | +139.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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