+561.3%
XLP vs RY
+4,811.0%
-4,249.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | +0.1% |
| 7D | +3.5% | -1.1% | +4.6% | +3.8% |
| 30D | +11.6% | +4.4% | +7.1% | +10.2% |
| 3M | +7.6% | -2.9% | +10.6% | +8.4% |
| 6M | +10.0% | +15.6% | -5.5% | +5.3% |
| YTD | +19.7% | +21.8% | -2.1% | +12.7% |
| 1Y | +23.5% | +42.6% | -19.1% | +11.0% |
| 3Y | +44.0% | +160.9% | -116.9% | +8.2% |
| 5Y | +42.7% | +126.1% | -83.4% | +11.0% |
| 10Y | +131.3% | +371.7% | -240.4% | +45.3% |
| All | +561.3% | +4,811.0% | -4,249.8% | +130.8% |
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