-31.9%
EL vs RY
+154.9%
-186.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +3.5% |
| 7D | +0.8% | +3.1% | -2.3% | -1.7% |
| 30D | +19.8% | -0.3% | +20.2% | +19.5% |
| 3M | +25.7% | +8.7% | +17.0% | +15.7% |
| 6M | +5.4% | +28.5% | -23.1% | -16.7% |
| YTD | +0.2% | +25.1% | -24.9% | -19.1% |
| 1Y | +20.4% | +46.3% | -25.9% | -16.0% |
| All | -31.9% | +154.9% | -186.7% | -73.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling