+96.1%
XME vs RY
+160.7%
-64.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.7% |
| 7D | +5.3% | -0.5% | +5.9% | +5.8% |
| 30D | -8.2% | +4.7% | -13.0% | -11.6% |
| 3M | -18.4% | -4.5% | -13.9% | -15.4% |
| 6M | -22.8% | +12.5% | -35.4% | -30.5% |
| YTD | -7.9% | +21.1% | -29.0% | -22.0% |
| 1Y | -0.9% | +38.6% | -39.5% | -24.3% |
| All | +96.1% | +160.7% | -64.6% | -12.6% |
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