+98.2%
DD vs RY
+351.1%
-252.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.4% |
| 7D | +5.0% | +0.6% | +4.4% | +4.5% |
| 30D | +19.7% | +5.0% | +14.7% | +14.3% |
| 3M | +7.2% | -5.3% | +12.5% | +12.2% |
| 6M | +1.0% | +13.8% | -12.8% | -11.1% |
| YTD | +29.1% | +21.0% | +8.1% | +7.2% |
| 1Y | +28.5% | +40.5% | -12.0% | -7.3% |
| 3Y | +89.4% | +159.7% | -70.2% | -24.8% |
| 5Y | +67.1% | +124.3% | -57.2% | -23.7% |
| All | +98.2% | +351.1% | -252.9% | -42.2% |
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