+783.2%
DD vs RY
+11,266.1%
-10,482.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.9% | -1.0% | -2.0% |
| 7D | +3.1% | -1.1% | +4.2% | +3.8% |
| 30D | +8.7% | +4.4% | +4.3% | +5.6% |
| 3M | -1.2% | -2.9% | +1.7% | +0.5% |
| 6M | -1.1% | +15.6% | -16.6% | -10.5% |
| YTD | +21.7% | +21.8% | -0.1% | +6.4% |
| 1Y | +24.0% | +42.6% | -18.5% | -2.2% |
| 3Y | +75.6% | +160.9% | -85.3% | -7.2% |
| 5Y | +58.2% | +126.1% | -67.9% | -7.8% |
| 10Y | +88.0% | +371.7% | -283.7% | -29.0% |
| All | +783.2% | +11,266.1% | -10,482.9% | +18.3% |
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