+141.0%
XYL vs RY
+371.6%
-230.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.7% | +3.5% |
| 7D | +1.8% | +2.7% | -0.9% | -0.3% |
| 30D | -9.2% | -1.0% | -8.2% | -8.7% |
| 3M | -0.3% | +7.6% | -7.9% | -6.1% |
| 6M | -11.0% | +29.5% | -40.4% | -27.4% |
| YTD | -19.2% | +24.2% | -43.4% | -32.2% |
| 1Y | -21.2% | +46.4% | -67.6% | -42.0% |
| 3Y | +18.6% | +159.4% | -140.8% | -45.7% |
| 5Y | -14.3% | +141.8% | -156.2% | -58.8% |
| 10Y | +141.0% | +373.9% | -232.9% | -31.8% |
| All | +141.0% | +371.6% | -230.6% | -31.8% |
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