+1,081.8%
DIA vs RY
+4,554.8%
-3,473.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.2% |
| 7D | -0.9% | -0.9% | -0.1% | -0.5% |
| 30D | +0.3% | +5.9% | -5.6% | -2.5% |
| 3M | -4.5% | -4.3% | -0.2% | -2.5% |
| 6M | +3.4% | +12.1% | -8.8% | -2.5% |
| YTD | +7.8% | +20.3% | -12.5% | -1.8% |
| 1Y | +10.7% | +41.0% | -30.3% | -6.7% |
| 3Y | +57.5% | +157.5% | -100.0% | -1.7% |
| 5Y | +53.7% | +123.2% | -69.5% | +2.2% |
| 10Y | +247.2% | +365.7% | -118.5% | +63.4% |
| All | +1,081.8% | +4,554.8% | -3,473.1% | +105.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling