+254.2%
XOM vs RY
+140.3%
+113.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.1% |
| 7D | -2.4% | +2.7% | -5.1% | -3.5% |
| 30D | +5.7% | -1.0% | +6.6% | +6.0% |
| 3M | +6.6% | +7.6% | -1.1% | +2.7% |
| 6M | +7.7% | +29.5% | -21.8% | -5.5% |
| YTD | +36.2% | +24.2% | +12.0% | +22.1% |
| 1Y | +50.5% | +46.4% | +4.1% | +23.4% |
| 3Y | +53.4% | +159.4% | -106.1% | -12.3% |
| 5Y | +254.2% | +141.8% | +112.3% | +102.8% |
| All | +254.2% | +140.3% | +113.9% | +102.8% |
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