+404.6%
DHI vs RY
+377.3%
+27.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.7% |
| 7D | -3.4% | -2.2% | -1.2% | -1.8% |
| 30D | -5.4% | -3.6% | -1.9% | -3.0% |
| 3M | -10.4% | +3.9% | -14.4% | -13.2% |
| 6M | -2.8% | +26.4% | -29.2% | -18.4% |
| YTD | -3.4% | +22.3% | -25.7% | -17.2% |
| 1Y | -22.9% | +43.7% | -66.6% | -41.5% |
| 3Y | +20.7% | +154.0% | -133.3% | -41.6% |
| 5Y | +62.1% | +137.6% | -75.5% | -18.3% |
| All | +404.6% | +377.3% | +27.3% | +51.4% |
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