+513.3%
XRT vs RY
+1,022.9%
-509.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.4% |
| 7D | +0.8% | +3.1% | -2.3% | -1.2% |
| 30D | -4.2% | -0.3% | -3.9% | -4.1% |
| 3M | +5.1% | +8.7% | -3.6% | -0.6% |
| 6M | +2.4% | +28.5% | -26.1% | -12.8% |
| YTD | +3.2% | +25.1% | -21.9% | -10.9% |
| 1Y | +1.5% | +46.3% | -44.8% | -20.5% |
| 3Y | +40.6% | +154.9% | -114.4% | -22.8% |
| 5Y | -1.0% | +140.3% | -141.3% | -43.5% |
| 10Y | +128.4% | +377.0% | -248.6% | -14.1% |
| All | +513.3% | +1,022.9% | -509.6% | +42.1% |
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