+1,643.6%
EL vs RY
+11,391.0%
-9,747.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.9% | -1.0% | -2.6% |
| 7D | -1.1% | -1.1% | 0.0% | -0.5% |
| 30D | +15.3% | +4.4% | +10.9% | +13.0% |
| 3M | +24.2% | -2.9% | +27.2% | +25.6% |
| 6M | +30.9% | +15.6% | +15.3% | +22.0% |
| YTD | +3.9% | +21.8% | -17.9% | -5.5% |
| 1Y | +19.9% | +42.6% | -22.7% | +1.4% |
| 3Y | +2.5% | +160.9% | -158.4% | -33.8% |
| 5Y | -66.7% | +126.1% | -192.8% | -77.0% |
| 10Y | +54.9% | +371.7% | -316.8% | -20.9% |
| All | +1,643.6% | +11,391.0% | -9,747.4% | +250.4% |
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