-6.7%
EFX vs RY
+46.4%
-53.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.0% | -0.6% | +1.3% |
| 7D | +9.2% | +2.5% | +6.7% | +8.2% |
| 30D | +34.8% | +8.4% | +26.3% | +31.1% |
| 3M | +8.8% | +1.2% | +7.6% | +7.5% |
| 6M | +12.3% | +19.4% | -7.1% | +1.4% |
| YTD | -10.6% | +25.4% | -36.0% | -20.4% |
| 1Y | -6.7% | +46.7% | -53.4% | -25.9% |
| All | -6.7% | +46.4% | -53.1% | -25.9% |
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