+2,191.3%
EFX vs RY
+11,121.0%
-8,929.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.6% |
| 7D | +2.7% | -0.9% | +3.6% | +3.1% |
| 30D | +33.1% | +5.9% | +27.3% | +29.6% |
| 3M | +8.2% | -4.3% | +12.4% | +10.3% |
| 6M | +10.2% | +12.1% | -2.0% | +3.8% |
| YTD | -11.8% | +20.3% | -32.1% | -19.8% |
| 1Y | -6.1% | +41.0% | -47.1% | -20.9% |
| 3Y | +7.5% | +157.5% | -150.0% | -32.0% |
| 5Y | -30.7% | +123.2% | -153.9% | -53.0% |
| 10Y | +68.7% | +365.7% | -297.0% | -18.8% |
| All | +2,191.3% | +11,121.0% | -8,929.7% | +207.9% |
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 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