+141.9%
RY vs EXR
-11.8%
+153.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | +3.1% | -2.6% | +5.7% | +3.7% |
| 30D | -0.3% | -7.2% | +6.9% | +1.4% |
| 3M | +8.7% | -3.5% | +12.2% | +9.4% |
| 6M | +28.5% | -5.3% | +33.8% | +29.8% |
| YTD | +25.1% | +9.4% | +15.8% | +21.9% |
| 1Y | +46.3% | +1.3% | +45.0% | +45.0% |
| 3Y | +154.9% | +22.4% | +132.5% | +137.9% |
| All | +141.9% | -11.8% | +153.8% | +135.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 5y: compounded portfolio wealth divided by compounded EXR 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…
5y analysis · Full analysis span regression · 6 months rolling