+11,143.8%
RY vs EXPD
+14,722.4%
-3,578.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.5% | +1.6% | -1.7% |
| 7D | -1.1% | -4.8% | +3.7% | +0.1% |
| 30D | +4.4% | -1.5% | +6.0% | +4.8% |
| 3M | -2.9% | +4.1% | -7.1% | -4.1% |
| 6M | +15.6% | +24.0% | -8.4% | +9.0% |
| YTD | +21.8% | +27.4% | -5.6% | +13.3% |
| 1Y | +42.6% | +38.4% | +4.2% | +29.8% |
| 3Y | +160.9% | +73.2% | +87.7% | +121.2% |
| 5Y | +126.1% | +59.9% | +66.2% | +93.1% |
| 10Y | +371.7% | +319.9% | +51.8% | +212.4% |
| All | +11,143.8% | +14,722.4% | -3,578.6% | +4,381.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling