+43.8%
XLU vs RY
+139.4%
-95.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -0.8% |
| 7D | +0.6% | -0.5% | +1.1% | +0.8% |
| 30D | -0.4% | -1.9% | +1.4% | +0.2% |
| 3M | -1.7% | +5.1% | -6.9% | -3.9% |
| 6M | -7.1% | +28.2% | -35.3% | -16.2% |
| YTD | +1.9% | +22.9% | -20.9% | -6.5% |
| 1Y | +6.1% | +45.5% | -39.4% | -9.5% |
| 3Y | +48.8% | +156.7% | -107.9% | -2.2% |
| 5Y | +43.8% | +137.7% | -93.9% | -4.0% |
| All | +43.8% | +139.4% | -95.6% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling