+390.4%
DDOG vs RY
+226.2%
+164.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +2.9% | +0.6% | +2.3% | +2.5% |
| 30D | -31.6% | +5.0% | -36.7% | -33.6% |
| 3M | -27.0% | -5.3% | -21.7% | -25.0% |
| 6M | -10.3% | +13.8% | -24.1% | -17.5% |
| YTD | +35.4% | +21.0% | +14.5% | +19.7% |
| 1Y | -1.0% | +40.5% | -41.5% | -20.0% |
| 3Y | +76.7% | +159.7% | -83.0% | -2.0% |
| 5Y | -4.6% | +124.3% | -128.9% | -41.9% |
| All | +390.4% | +226.2% | +164.3% | +182.9% |
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