+4.8%
DASH vs RY
+208.9%
-204.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.0% | +5.3% | +5.8% |
| 7D | +17.2% | +2.5% | +14.7% | +15.0% |
| 30D | +3.6% | +8.4% | -4.9% | -3.2% |
| 3M | -1.9% | +1.2% | -3.1% | -3.0% |
| 6M | +15.1% | +19.4% | -4.3% | -1.2% |
| YTD | -12.3% | +25.4% | -37.7% | -27.7% |
| 1Y | -17.2% | +46.7% | -63.9% | -40.1% |
| 3Y | +114.7% | +168.6% | -53.9% | -11.3% |
| 5Y | -4.3% | +132.3% | -136.5% | -55.2% |
| All | +4.8% | +208.9% | -204.1% | -49.5% |
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