-65.0%
EL vs RY
+126.1%
-191.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.5% | -1.4% |
| 7D | +0.3% | -3.0% | +3.2% | +2.9% |
| 30D | +12.3% | +6.3% | +6.0% | +6.6% |
| 3M | +28.4% | -2.6% | +31.0% | +30.5% |
| 6M | +36.7% | +13.9% | +22.8% | +20.0% |
| YTD | +8.4% | +21.7% | -13.3% | -10.6% |
| 1Y | +25.4% | +40.4% | -15.0% | -9.5% |
| 3Y | +3.4% | +161.3% | -157.9% | -58.1% |
| All | -65.0% | +126.1% | -191.2% | -83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling