+33.6%
XLY vs RY
+154.6%
-121.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -1.7% | -2.2% | +0.5% | -0.3% |
| 30D | -4.2% | -3.6% | -0.6% | -2.1% |
| 3M | -2.7% | +3.9% | -6.6% | -5.3% |
| 6M | -0.6% | +26.4% | -27.0% | -14.8% |
| YTD | -5.0% | +22.3% | -27.4% | -17.0% |
| 1Y | -4.1% | +43.7% | -47.8% | -24.5% |
| 3Y | +33.6% | +154.0% | -120.4% | -25.6% |
| All | +33.6% | +154.6% | -121.0% | -25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling