+23.0%
DG vs RY
+158.9%
-135.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -1.8% |
| 7D | +6.1% | -1.1% | +7.2% | +6.4% |
| 30D | +11.9% | +4.4% | +7.5% | +10.8% |
| 3M | +9.3% | -2.9% | +12.2% | +10.0% |
| 6M | +19.1% | +15.6% | +3.6% | +14.3% |
| YTD | +5.9% | +21.8% | -15.9% | +0.1% |
| 1Y | +39.8% | +42.6% | -2.8% | +28.0% |
| All | +23.0% | +158.9% | -135.8% | -10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling