-19.8%
ELAN vs RY
+126.1%
-146.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.5% |
| 7D | +4.6% | -3.0% | +7.6% | +7.3% |
| 30D | +17.4% | +6.3% | +11.1% | +11.7% |
| 3M | +16.5% | -2.6% | +19.1% | +18.8% |
| 6M | +21.9% | +13.9% | +8.0% | +8.2% |
| YTD | +17.0% | +21.7% | -4.7% | -1.7% |
| 1Y | +15.8% | +40.4% | -24.6% | -14.0% |
| 3Y | +147.9% | +161.3% | -13.4% | +8.1% |
| All | -19.8% | +126.1% | -146.0% | -61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling