+53.3%
XRT vs RY
+158.9%
-105.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | 0.0% | -1.0% |
| 7D | +2.3% | -1.1% | +3.4% | +3.1% |
| 30D | +9.8% | +4.4% | +5.4% | +6.8% |
| 3M | -0.2% | -2.9% | +2.8% | +1.6% |
| 6M | +8.4% | +15.6% | -7.2% | -2.3% |
| YTD | +7.5% | +21.8% | -14.3% | -6.8% |
| 1Y | +13.2% | +42.6% | -29.4% | -12.5% |
| All | +53.3% | +158.9% | -105.6% | -26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling