+17.2%
XLI vs RY
+46.1%
-28.9%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.8% |
| 7D | -1.1% | +3.1% | -4.2% | -2.8% |
| 30D | -5.9% | -0.3% | -5.6% | -5.8% |
| 3M | -0.3% | +8.7% | -8.9% | -5.7% |
| 6M | +0.1% | +28.5% | -28.4% | -15.3% |
| YTD | +13.6% | +25.1% | -11.5% | -3.1% |
| 1Y | +17.2% | +46.3% | -29.1% | -8.7% |
| All | +17.2% | +46.1% | -28.9% | -8.7% |
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