+1,033.0%
XLI vs RY
+4,748.4%
-3,715.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.8% |
| 7D | -2.8% | -0.9% | -1.9% | -2.4% |
| 30D | -3.1% | +5.9% | -8.9% | -6.1% |
| 3M | -11.7% | -4.3% | -7.5% | -9.7% |
| 6M | -7.6% | +12.1% | -19.7% | -13.5% |
| YTD | +5.7% | +20.3% | -14.6% | -4.8% |
| 1Y | +7.8% | +41.0% | -33.2% | -11.1% |
| 3Y | +67.4% | +157.5% | -90.1% | -1.7% |
| 5Y | +64.8% | +123.2% | -58.4% | +4.2% |
| 10Y | +241.2% | +365.7% | -124.5% | +46.9% |
| All | +1,033.0% | +4,748.4% | -3,715.4% | +75.7% |
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 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