+611.5%
DG vs RY
+598.4%
+13.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -1.7% |
| 7D | +6.1% | -1.1% | +7.2% | +6.5% |
| 30D | +11.9% | +4.4% | +7.5% | +10.6% |
| 3M | +9.3% | -2.9% | +12.2% | +10.2% |
| 6M | +19.1% | +15.6% | +3.6% | +14.2% |
| YTD | +5.9% | +21.8% | -15.9% | -0.1% |
| 1Y | +39.8% | +42.6% | -2.8% | +26.3% |
| 3Y | +23.4% | +160.9% | -137.5% | -6.8% |
| 5Y | -33.3% | +126.1% | -159.4% | -47.9% |
| 10Y | +131.0% | +371.7% | -240.7% | +46.1% |
| All | +611.5% | +598.4% | +13.1% | +294.0% |
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