-65.3%
EL vs RY
+123.4%
-188.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.3% |
| 7D | +1.5% | +0.6% | +1.0% | +1.0% |
| 30D | +10.0% | +5.0% | +5.0% | +5.5% |
| 3M | +28.4% | -5.3% | +33.7% | +33.8% |
| 6M | +37.1% | +13.8% | +23.2% | +20.3% |
| YTD | +7.8% | +21.0% | -13.1% | -10.6% |
| 1Y | +26.0% | +40.5% | -14.5% | -9.1% |
| 3Y | +3.8% | +159.7% | -155.8% | -57.8% |
| All | -65.3% | +123.4% | -188.8% | -84.1% |
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