+351.3%
DAL vs RY
+729.2%
-377.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.4% |
| 7D | +0.1% | +3.1% | -3.0% | -2.5% |
| 30D | -13.9% | -0.3% | -13.6% | -13.7% |
| 3M | +1.1% | +8.7% | -7.6% | -6.0% |
| 6M | +26.2% | +28.5% | -2.3% | +1.7% |
| YTD | +16.4% | +25.1% | -8.7% | -3.9% |
| 1Y | +33.9% | +46.3% | -12.4% | -3.4% |
| 3Y | +93.4% | +154.9% | -61.6% | -12.7% |
| 5Y | +106.4% | +140.3% | -33.9% | -1.4% |
| 10Y | +143.0% | +377.0% | -234.1% | -29.3% |
| All | +351.3% | +729.2% | -377.9% | -17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling