+146.6%
XLK vs RY
+139.4%
+7.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.7% |
| 7D | +2.3% | -0.5% | +2.8% | +2.7% |
| 30D | +0.8% | -1.9% | +2.7% | +2.1% |
| 3M | +4.1% | +5.1% | -1.1% | +0.4% |
| 6M | +34.8% | +28.2% | +6.6% | +13.3% |
| YTD | +30.8% | +22.9% | +7.9% | +13.1% |
| 1Y | +42.4% | +45.5% | -3.1% | +9.6% |
| 3Y | +121.8% | +156.7% | -34.9% | +13.7% |
| 5Y | +146.6% | +137.7% | +8.9% | +33.3% |
| All | +146.6% | +139.4% | +7.2% | +33.3% |
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