+55.3%
EL vs RY
+360.6%
-305.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +3.2% |
| 7D | +0.8% | -0.9% | +1.7% | +1.5% |
| 30D | +16.5% | +5.9% | +10.7% | +11.7% |
| 3M | +29.2% | -4.3% | +33.4% | +32.7% |
| 6M | +27.9% | +12.1% | +15.8% | +16.2% |
| YTD | +6.2% | +20.3% | -14.1% | -8.7% |
| 1Y | +27.2% | +41.0% | -13.8% | -3.2% |
| 3Y | +3.2% | +157.5% | -154.3% | -50.1% |
| 5Y | -66.0% | +123.2% | -189.2% | -81.7% |
| All | +55.3% | +360.6% | -305.3% | -43.0% |
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