-5.1%
DASH vs RY
+200.0%
-205.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.9% | -6.5% | -7.0% |
| 7D | +0.5% | -1.1% | +1.6% | +1.8% |
| 30D | -7.1% | +4.4% | -11.5% | -10.1% |
| 3M | -13.2% | -2.9% | -10.2% | -11.0% |
| 6M | +8.3% | +15.6% | -7.3% | -4.3% |
| YTD | -20.6% | +21.8% | -42.4% | -32.8% |
| 1Y | -24.4% | +42.6% | -67.0% | -43.9% |
| 3Y | +94.5% | +160.9% | -66.4% | -17.5% |
| 5Y | -9.4% | +126.1% | -135.5% | -56.5% |
| All | -5.1% | +200.0% | -205.0% | -53.0% |
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