+45.0%
DLTR vs RY
+372.5%
-327.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.5% | -4.0% |
| 7D | -10.2% | -0.5% | -9.7% | -10.0% |
| 30D | -8.5% | -1.9% | -6.6% | -7.7% |
| 3M | +5.6% | +5.1% | +0.4% | +2.7% |
| 6M | +2.2% | +28.2% | -26.0% | -9.8% |
| YTD | -3.8% | +22.9% | -26.6% | -13.4% |
| 1Y | +22.9% | +45.5% | -22.5% | +2.0% |
| 3Y | +2.0% | +156.7% | -154.7% | -37.2% |
| 5Y | +29.8% | +137.7% | -107.9% | -18.0% |
| 10Y | +45.0% | +375.5% | -330.5% | -36.8% |
| All | +45.0% | +372.5% | -327.5% | -36.8% |
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 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