+114.5%
XLRE vs RY
+432.4%
-317.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +0.8% | +0.6% | +0.3% | +0.5% |
| 30D | +6.9% | +5.0% | +1.9% | +4.0% |
| 3M | -0.8% | -5.3% | +4.5% | +2.1% |
| 6M | +2.1% | +13.8% | -11.7% | -5.6% |
| YTD | +12.6% | +21.0% | -8.3% | +0.3% |
| 1Y | +12.5% | +40.5% | -28.0% | -8.2% |
| 3Y | +44.2% | +159.7% | -115.4% | -18.5% |
| 5Y | +9.1% | +124.3% | -115.2% | -33.4% |
| 10Y | +111.8% | +351.6% | -239.8% | -11.8% |
| All | +114.5% | +432.4% | -317.9% | -14.6% |
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