+1,682.6%
EL vs RY
+11,244.3%
-9,561.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.8% |
| 7D | +0.8% | -0.9% | +1.7% | +1.2% |
| 30D | +16.5% | +5.9% | +10.7% | +13.5% |
| 3M | +29.2% | -4.3% | +33.4% | +31.4% |
| 6M | +27.9% | +12.1% | +15.8% | +20.8% |
| YTD | +6.2% | +20.3% | -14.1% | -2.9% |
| 1Y | +27.2% | +41.0% | -13.8% | +8.1% |
| 3Y | +3.2% | +157.5% | -154.3% | -32.9% |
| 5Y | -66.0% | +123.2% | -189.2% | -76.3% |
| 10Y | +58.3% | +365.7% | -307.3% | -18.7% |
| All | +1,682.6% | +11,244.3% | -9,561.7% | +260.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling