+208.4%
DHR vs RY
+371.6%
-163.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.8% |
| 7D | -0.8% | +2.7% | -3.5% | -2.2% |
| 30D | +0.2% | -1.0% | +1.2% | +0.6% |
| 3M | +12.1% | +7.6% | +4.4% | +7.4% |
| 6M | +5.4% | +29.5% | -24.0% | -8.3% |
| YTD | -10.0% | +24.2% | -34.1% | -20.1% |
| 1Y | +4.1% | +46.4% | -42.3% | -15.3% |
| 3Y | -5.2% | +159.4% | -164.6% | -43.1% |
| 5Y | -28.2% | +141.8% | -170.1% | -55.5% |
| 10Y | +208.4% | +373.9% | -165.5% | +41.2% |
| All | +208.4% | +371.6% | -163.2% | +41.2% |
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