+2.7%
ECL vs RY
+46.1%
-43.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | -2.6% | +3.1% | -5.7% | -3.7% |
| 30D | -2.2% | -0.3% | -1.8% | -2.2% |
| 3M | +10.1% | +8.7% | +1.4% | +5.6% |
| 6M | -5.7% | +28.5% | -34.3% | -16.1% |
| YTD | +7.0% | +25.1% | -18.2% | -4.7% |
| 1Y | +2.7% | +46.3% | -43.6% | -13.6% |
| All | +2.7% | +46.1% | -43.4% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 1y: compounded portfolio wealth divided by compounded RY 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…
1y analysis · Full analysis span regression · 6 months rolling