+925.7%
XLV vs RY
+4,943.9%
-4,018.3%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | +0.2% | +3.1% | -2.9% | -0.9% |
| 30D | +4.4% | -0.3% | +4.8% | +4.5% |
| 3M | +13.2% | +8.7% | +4.6% | +9.6% |
| 6M | +10.1% | +28.5% | -18.4% | +0.3% |
| YTD | +11.7% | +25.1% | -13.4% | +2.5% |
| 1Y | +26.9% | +46.3% | -19.4% | +10.0% |
| 3Y | +35.0% | +154.9% | -120.0% | -5.1% |
| 5Y | +35.9% | +140.3% | -104.4% | -3.1% |
| 10Y | +179.0% | +377.0% | -198.0% | +54.4% |
| All | +925.7% | +4,943.9% | -4,018.3% | +141.5% |
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