-37.4%
DOCS vs RY
+138.6%
-176.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.9% | -1.4% | -2.4% |
| 7D | -1.3% | -1.1% | -0.2% | -0.5% |
| 30D | +19.4% | +4.4% | +15.0% | +16.3% |
| 3M | +53.4% | -2.9% | +56.3% | +56.1% |
| 6M | +28.8% | +15.6% | +13.2% | +15.1% |
| YTD | -25.1% | +21.8% | -46.9% | -35.8% |
| 1Y | -48.1% | +42.6% | -90.7% | -60.7% |
| 3Y | +51.4% | +160.9% | -109.5% | -30.1% |
| 5Y | -51.1% | +126.1% | -177.2% | -74.6% |
| All | -37.4% | +138.6% | -176.0% | -67.8% |
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