+113.1%
XLK vs RY
+123.9%
-10.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.1% |
| 7D | -4.3% | -0.6% | -3.7% | -3.8% |
| 30D | -15.0% | +6.1% | -21.2% | -18.3% |
| 3M | -9.2% | -3.4% | -5.9% | -7.2% |
| 6M | -3.5% | +12.8% | -16.3% | -11.4% |
| YTD | +17.7% | +21.0% | -3.3% | +2.9% |
| 1Y | +14.9% | +40.5% | -25.6% | -9.4% |
| 3Y | +91.8% | +159.9% | -68.1% | -2.6% |
| 5Y | +113.1% | +125.0% | -11.9% | +21.2% |
| All | +113.1% | +123.9% | -10.9% | +21.2% |
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