+217.7%
XLF vs RY
+351.1%
-133.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +2.7% | +0.6% | +2.1% | +2.2% |
| 30D | +7.6% | +5.0% | +2.6% | +3.3% |
| 3M | +1.1% | -5.3% | +6.4% | +5.6% |
| 6M | +15.9% | +13.8% | +2.1% | +3.4% |
| YTD | +8.4% | +21.0% | -12.5% | -8.4% |
| 1Y | +12.5% | +40.5% | -28.0% | -16.5% |
| 3Y | +81.6% | +159.7% | -78.1% | -22.8% |
| 5Y | +59.3% | +124.3% | -65.1% | -23.4% |
| All | +217.7% | +351.1% | -133.4% | -5.3% |
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 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