+313.8%
ELF vs RY
+377.0%
-63.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.5% |
| 7D | +5.4% | +3.1% | +2.2% | +3.3% |
| 30D | +27.0% | -0.3% | +27.3% | +26.9% |
| 3M | +113.2% | +8.7% | +104.5% | +101.5% |
| 6M | +36.6% | +28.5% | +8.0% | +16.0% |
| YTD | +44.2% | +25.1% | +19.1% | +24.2% |
| 1Y | -18.0% | +46.3% | -64.3% | -36.0% |
| 3Y | -19.9% | +154.9% | -174.9% | -56.3% |
| 5Y | +257.7% | +140.3% | +117.4% | +100.8% |
| All | +313.8% | +377.0% | -63.1% | +51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling