+21.6%
DHI vs RY
+155.7%
-134.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +1.0% |
| 7D | -2.3% | -0.5% | -1.8% | -2.0% |
| 30D | -5.3% | -1.9% | -3.4% | -4.3% |
| 3M | -7.8% | +5.1% | -12.9% | -10.8% |
| 6M | -5.4% | +28.2% | -33.5% | -18.9% |
| YTD | -2.7% | +22.9% | -25.6% | -14.7% |
| 1Y | -21.0% | +45.5% | -66.4% | -37.8% |
| All | +21.6% | +155.7% | -134.1% | -39.7% |
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