+27.6%
XLY vs RY
+135.2%
-107.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -3.9% | -2.9% | -1.0% | -1.9% |
| 30D | -6.1% | -2.0% | -4.1% | -4.9% |
| 3M | -1.2% | +4.9% | -6.0% | -4.7% |
| 6M | -1.8% | +26.1% | -27.9% | -17.1% |
| YTD | -5.9% | +22.4% | -28.2% | -19.0% |
| 1Y | -3.1% | +44.7% | -47.8% | -26.2% |
| 3Y | +36.0% | +155.7% | -119.7% | -33.0% |
| 5Y | +27.6% | +137.7% | -110.1% | -33.4% |
| All | +27.6% | +135.2% | -107.6% | -33.4% |
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