+381.8%
DAL vs RY
+707.3%
-325.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.9% | -1.5% | -1.9% |
| 7D | +4.6% | -1.1% | +5.7% | +5.8% |
| 30D | +2.3% | +4.4% | -2.1% | -1.3% |
| 3M | -8.1% | -2.9% | -5.1% | -5.5% |
| 6M | +21.4% | +15.6% | +5.8% | +7.3% |
| YTD | +24.3% | +21.8% | +2.5% | +5.2% |
| 1Y | +47.4% | +42.6% | +4.8% | +8.9% |
| 3Y | +164.6% | +160.9% | +3.7% | +17.3% |
| 5Y | +100.2% | +126.1% | -25.8% | +1.1% |
| 10Y | +124.9% | +371.7% | -246.8% | -33.6% |
| All | +381.8% | +707.3% | -325.5% | -9.3% |
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