+1,117.4%
XLI vs RY
+4,943.9%
-3,826.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.8% |
| 7D | -1.1% | +3.1% | -4.2% | -2.7% |
| 30D | -5.9% | -0.3% | -5.6% | -5.8% |
| 3M | -0.3% | +8.7% | -8.9% | -4.9% |
| 6M | +0.1% | +28.5% | -28.4% | -12.9% |
| YTD | +13.6% | +25.1% | -11.5% | +0.1% |
| 1Y | +17.2% | +46.3% | -29.1% | -5.3% |
| 3Y | +68.2% | +154.9% | -86.7% | -0.7% |
| 5Y | +80.7% | +140.3% | -59.6% | +9.8% |
| 10Y | +253.3% | +377.0% | -123.8% | +50.1% |
| All | +1,117.4% | +4,943.9% | -3,826.5% | +84.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling