+164.2%
XLB vs RY
+354.4%
-190.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.3% |
| 7D | +0.5% | -0.6% | +1.1% | +0.9% |
| 30D | +6.9% | +6.1% | +0.8% | +2.3% |
| 3M | -0.2% | -3.4% | +3.2% | +2.1% |
| 6M | +3.3% | +12.8% | -9.5% | -6.1% |
| YTD | +18.0% | +21.0% | -3.0% | +1.5% |
| 1Y | +24.2% | +40.5% | -16.2% | -4.6% |
| 3Y | +44.7% | +159.9% | -115.2% | -31.7% |
| 5Y | +31.6% | +125.0% | -93.4% | -31.0% |
| 10Y | +164.2% | +350.6% | -186.3% | -8.5% |
| All | +164.2% | +354.4% | -190.1% | -8.5% |
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