+115.5%
XLRE vs RY
+435.7%
-320.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | -0.3% |
| 7D | -1.2% | -3.0% | +1.8% | +0.5% |
| 30D | +6.4% | +6.3% | +0.1% | +2.8% |
| 3M | +2.0% | -2.6% | +4.6% | +3.4% |
| 6M | +1.8% | +13.9% | -12.2% | -5.9% |
| YTD | +13.2% | +21.7% | -8.5% | +0.5% |
| 1Y | +10.7% | +40.4% | -29.7% | -9.6% |
| 3Y | +43.7% | +161.3% | -117.6% | -19.1% |
| 5Y | +9.7% | +126.5% | -116.7% | -33.4% |
| 10Y | +112.8% | +354.3% | -241.5% | -11.6% |
| All | +115.5% | +435.7% | -320.1% | -14.4% |
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 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