+3,595.7%
DLR vs RY
+1,733.2%
+1,862.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.7% |
| 7D | +1.6% | +3.1% | -1.5% | -0.2% |
| 30D | -3.4% | -0.3% | -3.0% | -3.2% |
| 3M | +0.5% | +8.7% | -8.2% | -4.4% |
| 6M | +4.6% | +28.5% | -24.0% | -9.9% |
| YTD | +23.4% | +25.1% | -1.7% | +7.8% |
| 1Y | +19.0% | +46.3% | -27.3% | -5.1% |
| 3Y | +56.5% | +154.9% | -98.4% | -10.9% |
| 5Y | +33.3% | +140.3% | -107.0% | -22.0% |
| 10Y | +165.1% | +377.0% | -211.9% | -1.8% |
| All | +3,595.7% | +1,733.2% | +1,862.5% | +670.6% |
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 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