+252.4%
XLI vs RY
+371.6%
-119.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +0.1% |
| 7D | +1.0% | +2.7% | -1.7% | -1.0% |
| 30D | -5.8% | -1.0% | -4.8% | -5.2% |
| 3M | +0.7% | +7.6% | -6.9% | -4.9% |
| 6M | +3.2% | +29.5% | -26.3% | -14.9% |
| YTD | +13.0% | +24.2% | -11.1% | -4.1% |
| 1Y | +16.8% | +46.4% | -29.6% | -12.3% |
| 3Y | +72.4% | +159.4% | -87.0% | -17.4% |
| 5Y | +82.8% | +141.8% | -59.1% | -8.8% |
| 10Y | +252.4% | +373.9% | -121.5% | +8.6% |
| All | +252.4% | +371.6% | -119.2% | +8.6% |
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 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