+33.9%
EL vs RY
+371.9%
-338.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +3.5% |
| 7D | +0.8% | +3.1% | -2.3% | -1.5% |
| 30D | +19.8% | -0.3% | +20.2% | +19.6% |
| 3M | +25.7% | +8.7% | +17.0% | +17.2% |
| 6M | +5.4% | +28.5% | -23.1% | -13.5% |
| YTD | +0.2% | +25.1% | -24.9% | -16.2% |
| 1Y | +20.4% | +46.3% | -25.9% | -10.7% |
| 3Y | -32.1% | +154.9% | -187.1% | -66.9% |
| 5Y | -67.2% | +140.3% | -207.5% | -83.2% |
| All | +33.9% | +371.9% | -338.0% | -54.2% |
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