+96.6%
DGX vs RY
+159.6%
-62.9%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -0.3% | +2.7% | -3.0% | -0.9% |
| 30D | -1.2% | -1.0% | -0.2% | -1.0% |
| 3M | +19.9% | +7.6% | +12.3% | +17.4% |
| 6M | +19.2% | +29.5% | -10.2% | +11.2% |
| YTD | +37.5% | +24.2% | +13.3% | +29.5% |
| 1Y | +31.3% | +46.4% | -15.1% | +17.4% |
| 3Y | +96.6% | +159.4% | -62.8% | +49.7% |
| All | +96.6% | +159.6% | -62.9% | +49.7% |
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