+167.2%
XLE vs RY
+360.6%
-193.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +1.1% |
| 7D | -12.0% | -0.9% | -11.1% | -11.5% |
| 30D | -2.7% | +5.9% | -8.6% | -7.7% |
| 3M | +6.6% | -4.3% | +10.8% | +9.7% |
| 6M | +9.5% | +12.1% | -2.6% | -2.6% |
| YTD | +40.6% | +20.3% | +20.3% | +16.1% |
| 1Y | +43.6% | +41.0% | +2.6% | +2.2% |
| 3Y | +58.1% | +157.5% | -99.5% | -39.1% |
| 5Y | +152.2% | +123.2% | +29.0% | +10.0% |
| All | +167.2% | +360.6% | -193.4% | -25.1% |
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