+11.7%
DASH vs RY
+208.1%
-196.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -4.0% |
| 7D | -10.6% | +3.1% | -13.7% | -12.9% |
| 30D | +2.2% | -0.3% | +2.5% | +2.2% |
| 3M | +32.3% | +8.7% | +23.6% | +22.9% |
| 6M | +19.1% | +28.5% | -9.4% | -3.9% |
| YTD | -6.5% | +25.1% | -31.6% | -22.8% |
| 1Y | -14.9% | +46.3% | -61.2% | -38.3% |
| 3Y | +151.9% | +154.9% | -3.0% | +9.2% |
| 5Y | +9.4% | +140.3% | -130.8% | -49.0% |
| All | +11.7% | +208.1% | -196.4% | -46.1% |
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