+162.7%
XLB vs RY
+360.9%
-198.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | +0.2% |
| 7D | -1.5% | -0.9% | -0.6% | -0.8% |
| 30D | +6.1% | +5.9% | +0.2% | +1.7% |
| 3M | 0.0% | -4.3% | +4.3% | +3.0% |
| 6M | 0.0% | +12.1% | -12.2% | -8.8% |
| YTD | +16.0% | +20.3% | -4.2% | +0.3% |
| 1Y | +24.7% | +41.0% | -16.3% | -4.5% |
| 3Y | +40.4% | +157.5% | -117.2% | -33.3% |
| 5Y | +30.7% | +123.2% | -92.5% | -31.0% |
| All | +162.7% | +360.9% | -198.1% | -9.0% |
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