+8,533.8%
DE vs RY
+11,288.9%
-2,755.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.0% |
| 7D | +3.5% | -0.2% | +3.7% | +3.6% |
| 30D | +11.3% | +7.1% | +4.3% | +6.8% |
| 3M | +11.6% | -2.7% | +14.3% | +13.1% |
| 6M | +20.9% | +13.8% | +7.1% | +11.5% |
| YTD | +49.7% | +22.1% | +27.6% | +32.2% |
| 1Y | +49.5% | +43.1% | +6.4% | +20.0% |
| 3Y | +94.7% | +163.6% | -69.0% | +7.9% |
| 5Y | +107.4% | +126.2% | -18.9% | +25.9% |
| 10Y | +793.2% | +358.7% | +434.5% | +266.3% |
| All | +8,533.8% | +11,288.9% | -2,755.1% | +975.7% |
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