+117.7%
XYL vs RY
+360.9%
-243.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.3% |
| 7D | +5.9% | -0.9% | +6.8% | +6.7% |
| 30D | -3.9% | +5.9% | -9.8% | -8.0% |
| 3M | -18.7% | -4.3% | -14.4% | -16.2% |
| 6M | -16.9% | +12.1% | -29.0% | -24.3% |
| YTD | -27.4% | +20.3% | -47.6% | -37.6% |
| 1Y | -34.0% | +41.0% | -75.0% | -50.0% |
| 3Y | +5.6% | +157.5% | -151.9% | -51.4% |
| 5Y | -20.6% | +123.2% | -143.7% | -59.2% |
| All | +117.7% | +360.9% | -243.2% | -29.2% |
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