+99.9%
ELAN vs RY
+155.7%
-55.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -0.9% |
| 7D | -4.6% | -0.5% | -4.1% | -4.2% |
| 30D | +5.7% | -1.9% | +7.6% | +7.2% |
| 3M | -3.9% | +5.1% | -9.0% | -8.6% |
| 6M | -1.6% | +28.2% | -29.8% | -21.1% |
| YTD | +4.1% | +22.9% | -18.8% | -13.6% |
| 1Y | +25.5% | +45.5% | -19.9% | -10.1% |
| All | +99.9% | +155.7% | -55.8% | -15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling