-8.4%
DPZ vs RY
+154.9%
-163.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | -2.5% | +3.1% | -5.7% | -3.5% |
| 30D | -7.0% | -0.3% | -6.6% | -6.9% |
| 3M | +11.6% | +8.7% | +2.9% | +8.1% |
| 6M | -15.2% | +28.5% | -43.7% | -22.8% |
| YTD | -17.2% | +25.1% | -42.4% | -24.0% |
| 1Y | -24.8% | +46.3% | -71.1% | -35.3% |
| All | -8.4% | +154.9% | -163.3% | -36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling