+65.5%
XLF vs RY
+140.3%
-74.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.9% |
| 7D | +0.2% | +2.7% | -2.5% | -1.7% |
| 30D | -0.5% | -1.0% | +0.5% | +0.1% |
| 3M | +10.6% | +7.6% | +3.0% | +4.8% |
| 6M | +14.3% | +29.5% | -15.2% | -5.0% |
| YTD | +5.5% | +24.2% | -18.6% | -9.8% |
| 1Y | +9.6% | +46.4% | -36.8% | -16.9% |
| 3Y | +75.2% | +159.4% | -84.2% | -14.7% |
| 5Y | +65.5% | +141.8% | -76.3% | -15.6% |
| All | +65.5% | +140.3% | -74.8% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling