+86.6%
XLRE vs RY
+377.5%
-290.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -2.7% | -2.9% | +0.2% | -1.0% |
| 30D | -2.3% | -2.0% | -0.3% | -1.2% |
| 3M | -3.5% | +4.9% | -8.3% | -6.5% |
| 6M | +1.9% | +26.1% | -24.3% | -11.9% |
| YTD | +8.3% | +22.4% | -14.0% | -4.7% |
| 1Y | +6.4% | +44.7% | -38.4% | -15.7% |
| 3Y | +30.2% | +155.7% | -125.4% | -28.3% |
| 5Y | +8.6% | +137.7% | -129.1% | -38.0% |
| All | +86.6% | +377.5% | -290.9% | -29.2% |
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 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