+105.7%
DG vs RY
+353.8%
-248.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -3.0% | -3.0% | 0.0% | -2.0% |
| 30D | +8.6% | +6.3% | +2.4% | +6.6% |
| 3M | +15.0% | -2.6% | +17.6% | +16.0% |
| 6M | +32.7% | +13.9% | +18.7% | +27.1% |
| YTD | +5.5% | +21.7% | -16.2% | -1.2% |
| 1Y | +34.6% | +40.4% | -5.8% | +20.7% |
| 3Y | +24.2% | +161.3% | -137.1% | -9.6% |
| 5Y | -32.3% | +126.5% | -158.7% | -48.7% |
| All | +105.7% | +353.8% | -248.2% | +26.6% |
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 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