+249.2%
DIA vs RY
+371.9%
-122.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.1% |
| 7D | -0.2% | +3.1% | -3.3% | -2.2% |
| 30D | -1.5% | -0.3% | -1.2% | -1.4% |
| 3M | +3.8% | +8.7% | -4.9% | -2.0% |
| 6M | +10.3% | +28.5% | -18.3% | -6.8% |
| YTD | +12.1% | +25.1% | -13.0% | -3.7% |
| 1Y | +18.6% | +46.3% | -27.6% | -8.2% |
| 3Y | +60.6% | +154.9% | -94.3% | -15.8% |
| 5Y | +64.4% | +140.3% | -75.9% | -11.4% |
| All | +249.2% | +371.9% | -122.6% | +21.4% |
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