+34.9%
XLV vs RY
+135.2%
-100.3%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -4.4% | -2.9% | -1.5% | -3.4% |
| 30D | -1.4% | -2.0% | +0.6% | -0.8% |
| 3M | +8.9% | +4.9% | +4.0% | +6.6% |
| 6M | +9.1% | +26.1% | -17.0% | -0.4% |
| YTD | +7.9% | +22.4% | -14.4% | -0.6% |
| 1Y | +22.7% | +44.7% | -22.0% | +5.8% |
| 3Y | +31.9% | +155.7% | -123.8% | -10.3% |
| 5Y | +34.9% | +137.7% | -102.8% | -5.4% |
| All | +34.9% | +135.2% | -100.3% | -5.4% |
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 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