-22.8%
DOCN vs RY
+19.0%
-41.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +3.0% | -10.2% | -10.0% |
| 7D | -20.0% | +2.5% | -22.5% | -21.9% |
| 30D | -38.8% | +8.4% | -47.2% | -43.8% |
| 3M | -34.8% | +1.2% | -36.0% | -35.0% |
| 6M | -22.8% | +19.4% | -42.1% | -27.7% |
| All | -22.8% | +19.0% | -41.8% | -27.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling