-25.6%
ELAN vs RY
+235.6%
-261.2%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.2% |
| 7D | +4.0% | +0.6% | +3.5% | +3.6% |
| 30D | +18.8% | +5.0% | +13.7% | +14.1% |
| 3M | +19.0% | -5.3% | +24.3% | +24.2% |
| 6M | +22.8% | +13.8% | +9.0% | +9.6% |
| YTD | +18.3% | +21.0% | -2.6% | +0.5% |
| 1Y | +21.8% | +40.5% | -18.7% | -8.7% |
| 3Y | +153.8% | +159.7% | -5.8% | +14.3% |
| 5Y | -18.9% | +124.3% | -143.3% | -59.1% |
| All | -25.6% | +235.6% | -261.2% | -72.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling