+15.9%
ELV vs RY
+140.8%
-124.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.5% |
| 7D | +3.3% | +3.1% | +0.2% | +2.4% |
| 30D | +4.2% | -0.3% | +4.5% | +4.2% |
| 3M | -0.1% | +8.7% | -8.7% | -2.7% |
| 6M | +41.3% | +28.5% | +12.7% | +30.5% |
| YTD | +17.4% | +25.1% | -7.7% | +9.2% |
| 1Y | +35.1% | +46.3% | -11.2% | +19.4% |
| 3Y | -3.2% | +154.9% | -158.2% | -30.9% |
| All | +15.9% | +140.8% | -124.8% | -15.6% |
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