+173.9%
XLE vs RY
+355.6%
-181.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.4% |
| 7D | -0.2% | -3.0% | +2.7% | +2.3% |
| 30D | -4.0% | +6.3% | -10.3% | -9.1% |
| 3M | +4.6% | -2.6% | +7.2% | +6.1% |
| 6M | +12.3% | +13.9% | -1.6% | -1.5% |
| YTD | +44.5% | +21.7% | +22.9% | +18.2% |
| 1Y | +42.4% | +40.4% | +2.0% | +1.8% |
| 3Y | +67.0% | +161.3% | -94.3% | -36.5% |
| 5Y | +161.9% | +126.5% | +35.4% | +12.8% |
| 10Y | +173.9% | +354.3% | -180.5% | -24.1% |
| All | +173.9% | +355.6% | -181.8% | -24.1% |
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