+4.8%
EFX vs RY
+160.3%
-155.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -0.8% | +0.6% | -1.3% | -1.1% |
| 30D | +25.1% | +5.0% | +20.1% | +21.3% |
| 3M | +1.7% | -5.3% | +7.0% | +4.8% |
| 6M | +18.4% | +13.8% | +4.5% | +6.7% |
| YTD | -12.5% | +21.0% | -33.5% | -24.5% |
| 1Y | -8.1% | +40.5% | -48.6% | -29.3% |
| 3Y | +4.8% | +159.7% | -154.9% | -48.8% |
| All | +4.8% | +160.3% | -155.5% | -48.8% |
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