+314.5%
ELF vs RY
+364.4%
-49.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.5% | -1.5% |
| 7D | -2.7% | -1.1% | -1.6% | -2.1% |
| 30D | +6.9% | +4.4% | +2.4% | +3.9% |
| 3M | +27.2% | -2.9% | +30.1% | +29.2% |
| 6M | +84.9% | +15.6% | +69.3% | +67.7% |
| YTD | +44.5% | +21.8% | +22.6% | +26.4% |
| 1Y | -6.8% | +42.6% | -49.4% | -26.2% |
| 3Y | +14.2% | +160.9% | -146.6% | -38.5% |
| 5Y | +250.6% | +126.1% | +124.6% | +104.6% |
| 10Y | +318.0% | +371.7% | -53.7% | +52.7% |
| All | +314.5% | +364.4% | -49.9% | +54.5% |
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