+63.7%
EL vs RY
+351.1%
-287.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +1.5% | +0.6% | +1.0% | +1.1% |
| 30D | +10.0% | +5.0% | +5.0% | +6.0% |
| 3M | +28.4% | -5.3% | +33.7% | +33.1% |
| 6M | +37.1% | +13.8% | +23.2% | +23.0% |
| YTD | +7.8% | +21.0% | -13.1% | -7.7% |
| 1Y | +26.0% | +40.5% | -14.5% | -3.9% |
| 3Y | +3.8% | +159.7% | -155.8% | -50.1% |
| 5Y | -65.2% | +124.3% | -189.5% | -81.4% |
| All | +63.7% | +351.1% | -287.4% | -41.3% |
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