-71.7%
DOCU vs RY
+131.8%
-203.5%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.9% | -2.1% |
| 7D | -3.7% | +2.5% | -6.2% | -5.6% |
| 30D | +15.0% | +8.4% | +6.5% | +7.8% |
| 3M | +39.9% | +1.2% | +38.7% | +37.7% |
| 6M | +66.2% | +19.4% | +46.8% | +40.8% |
| YTD | +17.7% | +25.4% | -7.7% | -5.4% |
| 1Y | +13.7% | +46.7% | -33.0% | -21.5% |
| 3Y | +95.9% | +168.6% | -72.7% | -30.7% |
| 5Y | -71.7% | +132.3% | -203.9% | -88.4% |
| All | -71.7% | +131.8% | -203.5% | -88.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling