+97.7%
DOCN vs RY
+175.2%
-77.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +3.0% | -10.2% | -10.5% |
| 7D | -20.0% | +2.5% | -22.5% | -22.3% |
| 30D | -38.8% | +8.4% | -47.2% | -44.2% |
| 3M | -34.8% | +1.2% | -36.0% | -35.8% |
| 6M | -22.8% | +19.4% | -42.1% | -36.9% |
| YTD | +74.6% | +25.4% | +49.2% | +33.8% |
| 1Y | +116.4% | +46.7% | +69.7% | +38.0% |
| 3Y | +239.3% | +168.6% | +70.7% | +8.7% |
| 5Y | -20.2% | +132.3% | -152.5% | -69.7% |
| All | +97.7% | +175.2% | -77.5% | -28.6% |
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