+64.9%
EL vs RY
+354.4%
-289.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.4% | +2.6% |
| 7D | +7.6% | -0.6% | +8.2% | +8.2% |
| 30D | +15.7% | +6.1% | +9.5% | +10.6% |
| 3M | +30.5% | -3.4% | +33.9% | +33.2% |
| 6M | +32.5% | +12.8% | +19.8% | +19.8% |
| YTD | +9.4% | +21.0% | -11.6% | -6.3% |
| 1Y | +28.4% | +40.5% | -12.1% | -2.1% |
| 3Y | +4.4% | +159.9% | -155.4% | -49.9% |
| 5Y | -64.5% | +125.0% | -189.5% | -81.0% |
| 10Y | +64.9% | +350.6% | -285.7% | -40.7% |
| All | +64.9% | +354.4% | -289.5% | -40.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling