+54.4%
DLR vs RY
+160.3%
-105.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | +3.3% | +0.6% | +2.8% | +3.0% |
| 30D | +4.6% | +5.0% | -0.4% | +2.0% |
| 3M | -8.3% | -5.3% | -3.0% | -5.6% |
| 6M | -5.6% | +13.8% | -19.5% | -11.9% |
| YTD | +18.7% | +21.0% | -2.2% | +7.1% |
| 1Y | +17.1% | +40.5% | -23.4% | -2.5% |
| 3Y | +54.4% | +159.7% | -105.3% | -6.8% |
| All | +54.4% | +160.3% | -105.9% | -6.8% |
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 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