+2,542.8%
ELV vs RY
+3,478.9%
-936.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -0.9% |
| 7D | +1.3% | -0.9% | +2.2% | +1.8% |
| 30D | +5.3% | +5.9% | -0.6% | +2.5% |
| 3M | +9.2% | -4.3% | +13.5% | +11.3% |
| 6M | +14.5% | +12.1% | +2.4% | +8.2% |
| YTD | +23.2% | +20.3% | +2.9% | +12.3% |
| 1Y | +38.0% | +41.0% | -3.0% | +16.8% |
| 3Y | -1.5% | +157.5% | -159.1% | -38.4% |
| 5Y | +8.5% | +123.2% | -114.7% | -28.2% |
| 10Y | +309.5% | +365.7% | -56.2% | +92.4% |
| All | +2,542.8% | +3,478.9% | -936.0% | +401.0% |
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