+215.2%
XLY vs RY
+377.3%
-162.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -1.7% | -2.2% | +0.5% | -0.2% |
| 30D | -4.2% | -3.6% | -0.6% | -1.9% |
| 3M | -2.7% | +3.9% | -6.6% | -5.4% |
| 6M | -0.6% | +26.4% | -27.0% | -15.4% |
| YTD | -5.0% | +22.3% | -27.4% | -17.5% |
| 1Y | -4.1% | +43.7% | -47.8% | -25.3% |
| 3Y | +33.6% | +154.0% | -120.4% | -29.9% |
| 5Y | +28.7% | +137.6% | -108.9% | -29.4% |
| All | +215.2% | +377.3% | -162.1% | +16.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling