-36.5%
ELAN vs RY
+239.5%
-276.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.6% |
| 7D | -6.4% | -2.9% | -3.5% | -4.1% |
| 30D | +0.6% | -2.0% | +2.6% | +2.2% |
| 3M | 0.0% | +4.9% | -4.9% | -4.4% |
| 6M | -3.4% | +26.1% | -29.6% | -20.5% |
| YTD | +1.0% | +22.4% | -21.4% | -14.9% |
| 1Y | +24.7% | +44.7% | -20.0% | -8.6% |
| 3Y | +97.2% | +155.7% | -58.4% | -9.9% |
| 5Y | -31.5% | +137.7% | -169.2% | -67.1% |
| All | -36.5% | +239.5% | -276.0% | -76.9% |
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 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