+174.3%
XLE vs RY
+373.9%
-199.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.3% |
| 7D | +2.2% | +3.1% | -0.9% | -0.5% |
| 30D | +11.8% | -0.3% | +12.1% | +11.8% |
| 3M | +9.8% | +8.7% | +1.2% | +1.2% |
| 6M | +15.6% | +28.5% | -13.0% | -9.2% |
| YTD | +45.3% | +25.1% | +20.1% | +16.6% |
| 1Y | +48.3% | +46.3% | +2.0% | +2.7% |
| 3Y | +55.4% | +154.9% | -99.5% | -39.2% |
| 5Y | +216.1% | +140.3% | +75.8% | +29.0% |
| All | +174.3% | +373.9% | -199.7% | -36.8% |
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