+820.5%
XLB vs RY
+4,943.9%
-4,123.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.1% |
| 7D | -1.4% | +3.1% | -4.5% | -3.2% |
| 30D | -0.4% | -0.3% | -0.1% | -0.3% |
| 3M | +2.0% | +8.7% | -6.7% | -3.2% |
| 6M | +1.8% | +28.5% | -26.7% | -12.7% |
| YTD | +16.6% | +25.1% | -8.5% | +1.5% |
| 1Y | +16.9% | +46.3% | -29.3% | -7.3% |
| 3Y | +32.6% | +154.9% | -122.4% | -25.3% |
| 5Y | +35.6% | +140.3% | -104.6% | -20.8% |
| 10Y | +160.0% | +377.0% | -217.0% | +2.3% |
| All | +820.5% | +4,943.9% | -4,123.4% | +21.7% |
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