+155.0%
DPZ vs RY
+373.9%
-218.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | -2.5% | +3.1% | -5.7% | -3.4% |
| 30D | -7.0% | -0.3% | -6.6% | -6.9% |
| 3M | +11.6% | +8.7% | +2.9% | +8.8% |
| 6M | -15.2% | +28.5% | -43.7% | -21.3% |
| YTD | -17.2% | +25.1% | -42.4% | -22.7% |
| 1Y | -24.8% | +46.3% | -71.1% | -33.0% |
| 3Y | -8.7% | +154.9% | -163.6% | -30.8% |
| 5Y | -28.9% | +140.3% | -169.2% | -45.7% |
| All | +155.0% | +373.9% | -218.9% | +69.4% |
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 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