+2,901.0%
DELL vs RY
+363.6%
+2,537.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.3% | +4.9% | +4.7% |
| 7D | -22.6% | -0.9% | -21.7% | -22.1% |
| 30D | -43.2% | +5.9% | -49.0% | -45.6% |
| 3M | -24.8% | -4.3% | -20.6% | -21.9% |
| 6M | +38.0% | +12.1% | +25.9% | +27.0% |
| YTD | +163.7% | +20.3% | +143.5% | +130.2% |
| 1Y | +122.5% | +41.0% | +81.5% | +72.2% |
| 3Y | +377.0% | +157.5% | +219.4% | +133.2% |
| 5Y | +542.6% | +123.2% | +419.4% | +248.8% |
| 10Y | +2,554.1% | +365.7% | +2,188.4% | +836.3% |
| All | +2,901.0% | +363.6% | +2,537.4% | +970.6% |
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 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