+30.1%
XEL vs RY
+140.3%
-110.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.8% |
| 7D | +1.3% | +2.7% | -1.4% | +0.4% |
| 30D | -1.5% | -1.0% | -0.5% | -1.3% |
| 3M | -0.2% | +7.6% | -7.9% | -2.8% |
| 6M | -5.4% | +29.5% | -34.9% | -13.6% |
| YTD | +5.6% | +24.2% | -18.5% | -2.2% |
| 1Y | +10.5% | +46.4% | -35.9% | -3.8% |
| 3Y | +49.2% | +159.4% | -110.2% | +3.4% |
| 5Y | +30.1% | +141.8% | -111.7% | -9.1% |
| All | +30.1% | +140.3% | -110.2% | -9.1% |
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 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