-21.8%
XYL vs RY
+122.0%
-143.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.4% |
| 7D | +5.9% | -0.9% | +6.8% | +6.5% |
| 30D | -3.9% | +5.9% | -9.8% | -7.4% |
| 3M | -18.7% | -4.3% | -14.4% | -16.6% |
| 6M | -16.9% | +12.1% | -29.0% | -23.4% |
| YTD | -27.4% | +20.3% | -47.6% | -36.3% |
| 1Y | -34.0% | +41.0% | -75.0% | -48.2% |
| 3Y | +5.6% | +157.5% | -151.9% | -46.9% |
| All | -21.8% | +122.0% | -143.8% | -55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling