+701.9%
DD vs RY
+11,573.6%
-10,871.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.8% |
| 7D | -3.5% | +3.1% | -6.6% | -5.5% |
| 30D | -10.3% | -0.3% | -10.0% | -10.2% |
| 3M | -7.5% | +8.7% | -16.2% | -12.7% |
| 6M | -8.0% | +28.5% | -36.5% | -22.2% |
| YTD | +10.5% | +25.1% | -14.6% | -4.9% |
| 1Y | +38.3% | +46.3% | -8.0% | +7.3% |
| 3Y | +42.5% | +154.9% | -112.4% | -23.6% |
| 5Y | +60.2% | +140.3% | -80.1% | -10.0% |
| 10Y | +68.9% | +377.0% | -308.2% | -36.7% |
| All | +701.9% | +11,573.6% | -10,871.8% | +5.7% |
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