+146.7%
XEL vs RY
+371.6%
-225.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.8% |
| 7D | +1.3% | +2.7% | -1.4% | +0.3% |
| 30D | -1.5% | -1.0% | -0.5% | -1.2% |
| 3M | -0.2% | +7.6% | -7.9% | -3.2% |
| 6M | -5.4% | +29.5% | -34.9% | -14.7% |
| YTD | +5.6% | +24.2% | -18.5% | -3.3% |
| 1Y | +10.5% | +46.4% | -35.9% | -5.5% |
| 3Y | +49.2% | +159.4% | -110.2% | 0.0% |
| 5Y | +30.1% | +141.8% | -111.7% | -11.3% |
| 10Y | +146.7% | +373.9% | -227.2% | +18.4% |
| All | +146.7% | +371.6% | -225.0% | +18.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling