+133.6%
XLC vs RY
+262.8%
-129.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.7% |
| 7D | +3.1% | -0.5% | +3.6% | +3.4% |
| 30D | -4.2% | +4.7% | -9.0% | -6.9% |
| 3M | -2.1% | -4.5% | +2.3% | +0.4% |
| 6M | -6.6% | +12.5% | -19.2% | -13.4% |
| YTD | -7.8% | +21.1% | -28.9% | -18.5% |
| 1Y | -4.1% | +38.6% | -42.7% | -21.9% |
| 3Y | +62.6% | +160.2% | -97.5% | -11.6% |
| 5Y | +39.6% | +124.7% | -85.1% | -17.2% |
| All | +133.6% | +262.8% | -129.3% | +3.1% |
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