+191.3%
XOM vs RY
+372.5%
-181.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.3% | +3.0% |
| 7D | 0.0% | -0.5% | +0.6% | +0.3% |
| 30D | +3.4% | -1.9% | +5.3% | +4.6% |
| 3M | +11.0% | +5.1% | +5.9% | +6.4% |
| 6M | +10.6% | +28.2% | -17.5% | -9.0% |
| YTD | +39.2% | +22.9% | +16.3% | +17.9% |
| 1Y | +52.7% | +45.5% | +7.2% | +13.5% |
| 3Y | +56.8% | +156.7% | -99.9% | -28.0% |
| 5Y | +261.8% | +137.7% | +124.1% | +74.5% |
| 10Y | +191.3% | +375.5% | -184.2% | -14.1% |
| All | +191.3% | +372.5% | -181.2% | -14.1% |
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