+42.4%
XLE vs RY
+41.1%
+1.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +2.0% |
| 7D | -0.2% | -3.0% | +2.7% | -1.0% |
| 30D | -4.0% | +6.3% | -10.3% | -2.5% |
| 3M | +4.6% | -2.6% | +7.2% | +4.1% |
| 6M | +12.3% | +13.9% | -1.6% | +15.8% |
| YTD | +44.5% | +21.7% | +22.9% | +52.2% |
| 1Y | +42.4% | +40.4% | +2.0% | +47.3% |
| All | +42.4% | +41.1% | +1.3% | +47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling