+8.0%
ELF vs RY
+158.9%
-150.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.5% | -1.5% |
| 7D | -2.7% | -1.1% | -1.6% | -2.0% |
| 30D | +6.9% | +4.4% | +2.4% | +3.8% |
| 3M | +27.2% | -2.9% | +30.1% | +29.3% |
| 6M | +84.9% | +15.6% | +69.3% | +65.2% |
| YTD | +44.5% | +21.8% | +22.6% | +23.8% |
| 1Y | -6.8% | +42.6% | -49.4% | -28.7% |
| All | +8.0% | +158.9% | -150.8% | -46.8% |
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