+127.1%
XRT vs RY
+371.9%
-244.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.5% |
| 7D | +0.8% | +3.1% | -2.3% | -1.5% |
| 30D | -4.2% | -0.3% | -3.9% | -4.1% |
| 3M | +5.1% | +8.7% | -3.6% | -1.6% |
| 6M | +2.4% | +28.5% | -26.1% | -15.6% |
| YTD | +3.2% | +25.1% | -21.9% | -13.4% |
| 1Y | +1.5% | +46.3% | -44.8% | -24.4% |
| 3Y | +40.6% | +154.9% | -114.4% | -32.2% |
| 5Y | -1.0% | +140.3% | -141.3% | -50.1% |
| All | +127.1% | +371.9% | -244.7% | -28.0% |
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