+2,206.8%
XOM vs RY
+11,191.3%
-8,984.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.5% | -1.1% |
| 7D | -7.3% | -0.6% | -6.7% | -7.2% |
| 30D | -2.6% | +6.1% | -8.8% | -5.4% |
| 3M | +3.6% | -3.4% | +7.0% | +4.8% |
| 6M | +15.3% | +12.8% | +2.5% | +8.3% |
| YTD | +39.4% | +21.0% | +18.4% | +26.3% |
| 1Y | +43.2% | +40.5% | +2.7% | +21.0% |
| 3Y | +74.9% | +159.9% | -84.9% | +10.3% |
| 5Y | +201.3% | +125.0% | +76.3% | +102.4% |
| 10Y | +188.5% | +350.6% | -162.1% | +46.5% |
| All | +2,206.8% | +11,191.3% | -8,984.5% | +448.5% |
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