-62.4%
XE vs RY
+17.2%
-79.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.6% | +4.6% | +4.8% |
| 7D | -0.1% | -0.6% | +0.5% | +0.6% |
| 30D | -20.0% | +6.1% | -26.1% | -23.8% |
| 3M | -46.9% | -3.4% | -43.5% | -45.6% |
| 6M | -63.7% | +12.8% | -76.4% | -71.3% |
| All | -62.4% | +17.2% | -79.7% | -72.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling