+29.4%
XHB vs RY
+159.8%
-130.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.5% |
| 7D | -1.3% | +3.1% | -4.4% | -3.5% |
| 30D | -6.9% | -0.3% | -6.6% | -6.8% |
| 3M | -1.3% | +8.7% | -9.9% | -7.3% |
| 6M | -6.8% | +28.5% | -35.3% | -22.5% |
| YTD | +0.7% | +25.1% | -24.4% | -14.9% |
| 1Y | -11.2% | +46.3% | -57.5% | -33.0% |
| All | +29.4% | +159.8% | -130.4% | -39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling