+161.2%
RY vs EXPD
+75.1%
+86.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | +0.1% |
| 7D | -3.0% | -1.6% | -1.4% | -2.7% |
| 30D | +6.3% | +0.6% | +5.6% | +6.1% |
| 3M | -2.6% | +9.8% | -12.4% | -4.2% |
| 6M | +13.9% | +25.8% | -11.8% | +9.4% |
| YTD | +21.7% | +31.3% | -9.6% | +15.4% |
| 1Y | +40.4% | +40.9% | -0.5% | +31.2% |
| All | +161.2% | +75.1% | +86.1% | +117.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling