+251.6%
XLF vs RY
+372.5%
-121.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.5% |
| 7D | -1.0% | -0.5% | -0.5% | -0.6% |
| 30D | -1.3% | -1.9% | +0.6% | +0.1% |
| 3M | +9.1% | +5.1% | +4.0% | +4.3% |
| 6M | +14.4% | +28.2% | -13.8% | -7.8% |
| YTD | +5.1% | +22.9% | -17.8% | -12.3% |
| 1Y | +8.6% | +45.5% | -36.8% | -21.6% |
| 3Y | +74.4% | +156.7% | -82.3% | -25.0% |
| 5Y | +64.4% | +137.7% | -73.3% | -25.0% |
| 10Y | +251.6% | +375.5% | -123.9% | -6.4% |
| All | +251.6% | +372.5% | -121.0% | -6.4% |
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 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