+133.2%
XRT vs RY
+351.1%
-217.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +1.7% | +0.6% | +1.2% | +1.3% |
| 30D | +7.5% | +5.0% | +2.5% | +3.7% |
| 3M | +2.2% | -5.3% | +7.5% | +6.2% |
| 6M | +14.7% | +13.8% | +0.8% | +3.5% |
| YTD | +7.5% | +21.0% | -13.5% | -7.6% |
| 1Y | +14.1% | +40.5% | -26.4% | -12.5% |
| 3Y | +58.8% | +159.7% | -100.9% | -24.6% |
| 5Y | -3.9% | +124.3% | -128.3% | -49.1% |
| All | +133.2% | +351.1% | -217.9% | -21.3% |
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