+21.0%
DHR vs RY
+160.3%
-139.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.5% |
| 7D | +1.2% | +0.6% | +0.6% | +0.9% |
| 30D | +3.7% | +5.0% | -1.3% | +1.3% |
| 3M | +14.5% | -5.3% | +19.8% | +17.6% |
| 6M | +40.9% | +13.8% | +27.1% | +30.0% |
| YTD | +2.4% | +21.0% | -18.5% | -9.0% |
| 1Y | +6.1% | +40.5% | -34.4% | -13.4% |
| 3Y | +21.0% | +159.7% | -138.6% | -27.5% |
| All | +21.0% | +160.3% | -139.3% | -27.5% |
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