+2,419.4%
ELV vs RY
+3,623.2%
-1,203.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.4% |
| 7D | +3.3% | +3.1% | +0.2% | +1.9% |
| 30D | +4.2% | -0.3% | +4.5% | +4.3% |
| 3M | -0.1% | +8.7% | -8.7% | -4.0% |
| 6M | +41.3% | +28.5% | +12.7% | +25.2% |
| YTD | +17.4% | +25.1% | -7.7% | +5.2% |
| 1Y | +35.1% | +46.3% | -11.2% | +12.4% |
| 3Y | -3.2% | +154.9% | -158.2% | -39.2% |
| 5Y | +15.6% | +140.3% | -124.7% | -26.0% |
| 10Y | +276.8% | +377.0% | -100.3% | +75.1% |
| All | +2,419.4% | +3,623.2% | -1,203.9% | +369.3% |
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