-3.9%
ELF vs RY
+46.4%
-50.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | +0.2% |
| 7D | -1.5% | +2.5% | -4.0% | -2.9% |
| 30D | +9.5% | +8.4% | +1.1% | +4.5% |
| 3M | +29.4% | +1.2% | +28.1% | +27.9% |
| 6M | +83.7% | +19.4% | +64.4% | +54.9% |
| YTD | +49.4% | +25.4% | +24.0% | +17.5% |
| 1Y | -3.9% | +46.7% | -50.6% | -54.0% |
| All | -3.9% | +46.4% | -50.3% | -54.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling