+1,127.6%
XLY vs RY
+4,943.9%
-3,816.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.0% |
| 7D | -2.0% | +3.1% | -5.1% | -3.6% |
| 30D | -3.1% | -0.3% | -2.8% | -3.1% |
| 3M | -1.8% | +8.7% | -10.5% | -6.2% |
| 6M | -0.9% | +28.5% | -29.4% | -13.5% |
| YTD | -3.4% | +25.1% | -28.5% | -14.6% |
| 1Y | -1.5% | +46.3% | -47.8% | -20.0% |
| 3Y | +38.8% | +154.9% | -116.1% | -16.6% |
| 5Y | +30.5% | +140.3% | -109.8% | -19.0% |
| 10Y | +215.3% | +377.0% | -161.8% | +36.3% |
| All | +1,127.6% | +4,943.9% | -3,816.4% | +65.2% |
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