+112.7%
DG vs RY
+371.9%
-259.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | +8.4% | +3.1% | +5.3% | +7.3% |
| 30D | +4.9% | -0.3% | +5.3% | +5.0% |
| 3M | +29.3% | +8.7% | +20.7% | +25.7% |
| 6M | -11.3% | +28.5% | -39.8% | -18.3% |
| YTD | +1.8% | +25.1% | -23.4% | -5.6% |
| 1Y | +25.3% | +46.3% | -21.0% | +10.8% |
| 3Y | +9.1% | +154.9% | -145.9% | -20.2% |
| 5Y | -34.9% | +140.3% | -175.2% | -51.8% |
| All | +112.7% | +371.9% | -259.2% | +24.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling