+816.1%
XLB vs RY
+4,748.4%
-3,932.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | 0.0% |
| 7D | -1.5% | -0.9% | -0.6% | -0.9% |
| 30D | +6.1% | +5.9% | +0.2% | +2.5% |
| 3M | 0.0% | -4.3% | +4.3% | +2.5% |
| 6M | 0.0% | +12.1% | -12.2% | -7.0% |
| YTD | +16.0% | +20.3% | -4.2% | +3.3% |
| 1Y | +24.7% | +41.0% | -16.3% | +1.0% |
| 3Y | +40.4% | +157.5% | -117.2% | -21.4% |
| 5Y | +30.7% | +123.2% | -92.5% | -20.4% |
| 10Y | +173.3% | +365.7% | -192.4% | +9.1% |
| All | +816.1% | +4,748.4% | -3,932.3% | +23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling