-50.3%
DOCS vs RY
+145.1%
-195.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.3% |
| 7D | -1.4% | +3.1% | -4.5% | -3.4% |
| 30D | +21.8% | -0.3% | +22.1% | +21.7% |
| 3M | +27.3% | +8.7% | +18.6% | +19.5% |
| 6M | -0.3% | +28.5% | -28.9% | -17.6% |
| YTD | -40.5% | +25.1% | -65.6% | -49.9% |
| 1Y | -61.5% | +46.3% | -107.8% | -71.3% |
| 3Y | +8.2% | +154.9% | -146.8% | -48.9% |
| 5Y | -73.4% | +140.3% | -213.7% | -86.9% |
| All | -50.3% | +145.1% | -195.4% | -74.9% |
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