+784.1%
DE vs RY
+355.6%
+428.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.2% |
| 7D | +2.3% | -3.0% | +5.2% | +4.7% |
| 30D | +9.3% | +6.3% | +3.1% | +4.1% |
| 3M | +12.2% | -2.6% | +14.8% | +14.1% |
| 6M | +18.1% | +13.9% | +4.1% | +5.6% |
| YTD | +49.8% | +21.7% | +28.1% | +26.6% |
| 1Y | +46.4% | +40.4% | +5.9% | +9.9% |
| 3Y | +92.5% | +161.3% | -68.8% | -15.3% |
| 5Y | +107.4% | +126.5% | -19.1% | +2.3% |
| 10Y | +784.1% | +354.3% | +429.7% | +177.6% |
| All | +784.1% | +355.6% | +428.4% | +177.6% |
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