+63.0%
EL vs RY
+355.6%
-292.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.5% | -1.4% |
| 7D | +0.3% | -3.0% | +3.2% | +2.6% |
| 30D | +12.3% | +6.3% | +6.0% | +7.3% |
| 3M | +28.4% | -2.6% | +31.0% | +30.2% |
| 6M | +36.7% | +13.9% | +22.8% | +22.7% |
| YTD | +8.4% | +21.7% | -13.3% | -7.6% |
| 1Y | +25.4% | +40.4% | -15.0% | -4.3% |
| 3Y | +3.4% | +161.3% | -157.9% | -50.6% |
| 5Y | -64.8% | +126.5% | -191.2% | -81.3% |
| 10Y | +63.0% | +354.3% | -291.4% | -41.7% |
| All | +63.0% | +355.6% | -292.7% | -41.7% |
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