+227.2%
DKS vs RY
+351.1%
-123.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +2.9% | +2.9% |
| 7D | +6.3% | +0.6% | +5.7% | +5.8% |
| 30D | +9.3% | +5.0% | +4.3% | +5.1% |
| 3M | -25.3% | -5.3% | -20.0% | -22.2% |
| 6M | -29.2% | +13.8% | -43.0% | -37.1% |
| YTD | -22.7% | +21.0% | -43.7% | -34.8% |
| 1Y | -30.1% | +40.5% | -70.6% | -48.1% |
| 3Y | +45.6% | +159.7% | -114.0% | -37.3% |
| 5Y | +28.5% | +124.3% | -95.9% | -37.4% |
| All | +227.2% | +351.1% | -123.9% | -10.6% |
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