+124.6%
XLP vs RY
+360.6%
-236.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -0.8% |
| 7D | +0.7% | -0.9% | +1.6% | +1.1% |
| 30D | +10.3% | +5.9% | +4.4% | +7.9% |
| 3M | +6.5% | -4.3% | +10.8% | +8.2% |
| 6M | +8.4% | +12.1% | -3.7% | +3.2% |
| YTD | +18.2% | +20.3% | -2.1% | +9.3% |
| 1Y | +22.4% | +41.0% | -18.6% | +6.1% |
| 3Y | +41.9% | +157.5% | -115.6% | -5.1% |
| 5Y | +40.9% | +123.2% | -82.3% | -1.0% |
| All | +124.6% | +360.6% | -236.0% | +19.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling