+142.5%
XLC vs RY
+274.7%
-132.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.8% |
| 7D | -0.8% | +3.1% | -4.0% | -2.7% |
| 30D | +1.0% | -0.3% | +1.4% | +1.2% |
| 3M | -0.7% | +8.7% | -9.4% | -5.8% |
| 6M | -5.1% | +28.5% | -33.7% | -18.8% |
| YTD | -4.3% | +25.1% | -29.4% | -16.8% |
| 1Y | -0.6% | +46.3% | -46.9% | -21.5% |
| 3Y | +72.7% | +154.9% | -82.2% | -4.8% |
| 5Y | +38.0% | +140.3% | -102.3% | -21.4% |
| All | +142.5% | +274.7% | -132.2% | +5.1% |
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 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