+34.3%
DLR vs RY
+140.8%
-106.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.7% |
| 7D | +1.6% | +3.1% | -1.5% | -0.3% |
| 30D | -3.4% | -0.3% | -3.0% | -3.2% |
| 3M | +0.5% | +8.7% | -8.2% | -4.6% |
| 6M | +4.6% | +28.5% | -24.0% | -10.2% |
| YTD | +23.4% | +25.1% | -1.7% | +7.4% |
| 1Y | +19.0% | +46.3% | -27.3% | -5.8% |
| 3Y | +56.5% | +154.9% | -98.4% | -13.9% |
| All | +34.3% | +140.8% | -106.5% | -23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling