+589.6%
DG vs RY
+589.5%
+0.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -2.7% |
| 7D | +1.1% | -0.9% | +2.0% | +1.4% |
| 30D | +9.5% | +5.9% | +3.6% | +7.8% |
| 3M | +5.5% | -4.3% | +9.7% | +6.8% |
| 6M | +16.1% | +12.1% | +4.0% | +12.2% |
| YTD | +2.7% | +20.3% | -17.6% | -2.8% |
| 1Y | +42.1% | +41.0% | +1.1% | +28.8% |
| 3Y | +19.3% | +157.5% | -138.3% | -9.6% |
| 5Y | -35.3% | +123.2% | -158.5% | -49.3% |
| 10Y | +123.9% | +365.7% | -241.8% | +42.2% |
| All | +589.6% | +589.5% | +0.1% | +283.3% |
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