+66.4%
DOCN vs RY
+167.3%
-101.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -2.9% | -13.0% | -12.6% |
| 7D | -29.3% | -1.1% | -28.2% | -28.2% |
| 30D | -46.0% | +4.4% | -50.5% | -48.4% |
| 3M | -43.2% | -2.9% | -40.2% | -41.0% |
| 6M | -53.7% | +15.6% | -69.3% | -60.6% |
| YTD | +46.9% | +21.8% | +25.1% | +16.9% |
| 1Y | +54.3% | +42.6% | +11.8% | +2.1% |
| 3Y | +185.5% | +160.9% | +24.6% | -5.0% |
| 5Y | -31.1% | +126.1% | -157.2% | -72.8% |
| All | +66.4% | +167.3% | -101.0% | -37.6% |
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