-31.1%
DOCN vs RY
+124.6%
-155.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -2.9% | -13.0% | -12.5% |
| 7D | -29.3% | -1.1% | -28.2% | -28.1% |
| 30D | -46.0% | +4.4% | -50.5% | -48.6% |
| 3M | -43.2% | -2.9% | -40.2% | -40.9% |
| 6M | -53.7% | +15.6% | -69.3% | -61.0% |
| YTD | +46.9% | +21.8% | +25.1% | +15.4% |
| 1Y | +54.3% | +42.6% | +11.8% | -0.2% |
| 3Y | +185.5% | +160.9% | +24.6% | -12.0% |
| 5Y | -31.1% | +126.1% | -157.2% | -74.3% |
| All | -31.1% | +124.6% | -155.7% | -74.3% |
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