+1,472.6%
XLK vs RY
+4,943.9%
-3,471.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.1% |
| 7D | +0.9% | +3.1% | -2.3% | -0.8% |
| 30D | +0.7% | -0.3% | +1.1% | +0.9% |
| 3M | -2.9% | +8.7% | -11.6% | -7.2% |
| 6M | +34.3% | +28.5% | +5.7% | +17.4% |
| YTD | +30.4% | +25.1% | +5.3% | +15.6% |
| 1Y | +43.4% | +46.3% | -2.9% | +17.0% |
| 3Y | +116.8% | +154.9% | -38.1% | +31.3% |
| 5Y | +144.0% | +140.3% | +3.7% | +52.4% |
| 10Y | +778.8% | +377.0% | +401.7% | +286.8% |
| All | +1,472.6% | +4,943.9% | -3,471.4% | +122.8% |
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