+11,476.6%
RY vs EXPD
+15,414.6%
-3,938.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.2% | +6.3% | +3.9% |
| 7D | +2.5% | +0.3% | +2.2% | +2.3% |
| 30D | +8.4% | +1.8% | +6.6% | +7.9% |
| 3M | +1.2% | +8.9% | -7.7% | -1.1% |
| 6M | +19.4% | +42.2% | -22.9% | +8.6% |
| YTD | +25.4% | +33.4% | -7.9% | +15.3% |
| 1Y | +46.7% | +47.2% | -0.5% | +31.5% |
| 3Y | +168.6% | +81.3% | +87.3% | +125.2% |
| 5Y | +132.3% | +60.2% | +72.1% | +98.3% |
| 10Y | +385.7% | +339.5% | +46.1% | +217.9% |
| All | +11,476.6% | +15,414.6% | -3,938.0% | +4,461.3% |
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 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