+98.7%
DE vs RY
+122.0%
-23.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.5% | +2.1% |
| 7D | -0.6% | -0.9% | +0.3% | 0.0% |
| 30D | +2.3% | +5.9% | -3.6% | -1.8% |
| 3M | +9.5% | -4.3% | +13.8% | +12.5% |
| 6M | +14.1% | +12.1% | +2.0% | +4.6% |
| YTD | +45.4% | +20.3% | +25.1% | +26.5% |
| 1Y | +42.9% | +41.0% | +1.9% | +10.5% |
| 3Y | +84.8% | +157.5% | -72.7% | -11.4% |
| All | +98.7% | +122.0% | -23.3% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling