+988.5%
XLE vs RY
+4,811.0%
-3,822.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.1% | -1.2% |
| 7D | -10.3% | -1.1% | -9.2% | -9.8% |
| 30D | -3.3% | +4.4% | -7.8% | -6.1% |
| 3M | +8.2% | -2.9% | +11.1% | +9.6% |
| 6M | +5.0% | +15.6% | -10.5% | -5.1% |
| YTD | +40.6% | +21.8% | +18.8% | +22.1% |
| 1Y | +45.0% | +42.6% | +2.4% | +13.8% |
| 3Y | +56.3% | +160.9% | -104.6% | -17.6% |
| 5Y | +152.2% | +126.1% | +26.2% | +45.1% |
| 10Y | +173.0% | +371.7% | -198.7% | +5.1% |
| All | +988.5% | +4,811.0% | -3,822.5% | +113.4% |
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