-34.6%
DOCS vs RY
+145.7%
-180.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.0% | +3.3% | +4.4% |
| 7D | +1.2% | +2.5% | -1.2% | -0.3% |
| 30D | +21.3% | +8.4% | +12.9% | +15.2% |
| 3M | +58.4% | +1.2% | +57.2% | +56.6% |
| 6M | +39.3% | +19.4% | +19.9% | +21.8% |
| YTD | -21.7% | +25.4% | -47.1% | -34.2% |
| 1Y | -47.3% | +46.7% | -94.0% | -60.8% |
| 3Y | +58.2% | +168.6% | -110.5% | -28.4% |
| 5Y | -52.3% | +132.3% | -184.6% | -75.6% |
| All | -34.6% | +145.7% | -180.3% | -67.0% |
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