-9.9%
EFX vs RY
+159.8%
-169.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.7% | -5.7% | -5.9% |
| 7D | -8.6% | +3.1% | -11.8% | -10.4% |
| 30D | +0.1% | -0.3% | +0.4% | +0.1% |
| 3M | +3.8% | +8.7% | -4.8% | -2.9% |
| 6M | -13.5% | +28.5% | -42.1% | -28.7% |
| YTD | -17.7% | +25.1% | -42.8% | -30.9% |
| 1Y | -25.6% | +46.3% | -71.9% | -44.8% |
| All | -9.9% | +159.8% | -169.7% | -61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling