+122.8%
DAL vs RY
+360.6%
-237.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.4% | +3.6% |
| 7D | +8.8% | -0.9% | +9.7% | +10.1% |
| 30D | +5.4% | +5.9% | -0.5% | -1.1% |
| 3M | -4.9% | -4.3% | -0.7% | 0.0% |
| 6M | +19.8% | +12.1% | +7.7% | +5.0% |
| YTD | +27.0% | +20.3% | +6.7% | +2.8% |
| 1Y | +52.5% | +41.0% | +11.4% | +2.9% |
| 3Y | +173.8% | +157.5% | +16.3% | -7.6% |
| 5Y | +104.5% | +123.2% | -18.6% | -18.6% |
| All | +122.8% | +360.6% | -237.8% | -53.6% |
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