+2,039.8%
EFX vs RY
+11,573.6%
-9,533.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.7% | -5.7% | -6.0% |
| 7D | -8.6% | +3.1% | -11.8% | -10.0% |
| 30D | +0.1% | -0.3% | +0.4% | +0.1% |
| 3M | +3.8% | +8.7% | -4.8% | -0.6% |
| 6M | -13.5% | +28.5% | -42.1% | -23.7% |
| YTD | -17.7% | +25.1% | -42.8% | -26.5% |
| 1Y | -25.6% | +46.3% | -71.9% | -38.4% |
| 3Y | -12.1% | +154.9% | -167.0% | -44.1% |
| 5Y | -33.8% | +140.3% | -174.1% | -56.7% |
| 10Y | +45.1% | +377.0% | -331.9% | -31.0% |
| All | +2,039.8% | +11,573.6% | -9,533.9% | +182.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling