-70.5%
DOCU vs RY
+124.6%
-195.1%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | +0.2% |
| 7D | -3.2% | -1.1% | -2.1% | -2.5% |
| 30D | +15.7% | +4.4% | +11.3% | +11.6% |
| 3M | +37.3% | -2.9% | +40.2% | +39.6% |
| 6M | +63.1% | +15.6% | +47.6% | +41.8% |
| YTD | +15.4% | +21.8% | -6.4% | -5.2% |
| 1Y | +11.3% | +42.6% | -31.3% | -21.4% |
| 3Y | +92.1% | +160.9% | -68.8% | -30.4% |
| 5Y | -70.5% | +126.1% | -196.6% | -87.2% |
| All | -70.5% | +124.6% | -195.1% | -87.2% |
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