+23.3%
XLB vs RY
+41.1%
-17.8%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.2% | +0.1% |
| 7D | -1.6% | -3.0% | +1.3% | -0.3% |
| 30D | +7.2% | +6.3% | +1.0% | +4.7% |
| 3M | 0.0% | -2.6% | +2.6% | +1.0% |
| 6M | +2.3% | +13.9% | -11.6% | -4.5% |
| YTD | +18.4% | +21.7% | -3.3% | +5.6% |
| 1Y | +23.3% | +40.4% | -17.1% | +2.8% |
| All | +23.3% | +41.1% | -17.8% | +2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling