-17.1%
XYL vs RY
+140.8%
-157.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.6% |
| 7D | -5.0% | +3.1% | -8.2% | -6.9% |
| 30D | -13.2% | -0.3% | -12.9% | -13.1% |
| 3M | -3.7% | +8.7% | -12.4% | -9.1% |
| 6M | -17.7% | +28.5% | -46.2% | -30.6% |
| YTD | -21.5% | +25.1% | -46.6% | -32.8% |
| 1Y | -24.5% | +46.3% | -70.8% | -41.9% |
| 3Y | +6.9% | +154.9% | -148.0% | -45.3% |
| All | -17.1% | +140.8% | -157.9% | -56.1% |
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 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