+8,541.3%
DE vs RY
+11,573.6%
-3,032.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.3% |
| 7D | +10.0% | +3.1% | +6.9% | +8.0% |
| 30D | +13.3% | -0.3% | +13.6% | +13.4% |
| 3M | +17.5% | +8.7% | +8.8% | +11.6% |
| 6M | +13.6% | +28.5% | -15.0% | -2.4% |
| YTD | +49.8% | +25.1% | +24.7% | +30.5% |
| 1Y | +47.9% | +46.3% | +1.6% | +17.2% |
| 3Y | +72.5% | +154.9% | -82.4% | -2.3% |
| 5Y | +90.2% | +140.3% | -50.1% | +11.6% |
| 10Y | +865.4% | +377.0% | +488.3% | +287.5% |
| All | +8,541.3% | +11,573.6% | -3,032.3% | +962.3% |
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