+8,488.4%
DE vs RY
+11,191.3%
-2,702.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.0% |
| 7D | +3.3% | -0.6% | +3.9% | +3.6% |
| 30D | +10.7% | +6.1% | +4.6% | +6.8% |
| 3M | +13.1% | -3.4% | +16.5% | +15.2% |
| 6M | +20.2% | +12.8% | +7.4% | +11.5% |
| YTD | +48.9% | +21.0% | +27.9% | +32.2% |
| 1Y | +46.6% | +40.5% | +6.1% | +19.0% |
| 3Y | +91.4% | +159.9% | -68.5% | +7.0% |
| 5Y | +108.1% | +125.0% | -16.8% | +26.8% |
| 10Y | +782.7% | +350.6% | +432.1% | +265.6% |
| All | +8,488.4% | +11,191.3% | -2,702.9% | +975.4% |
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