-2.8%
DPZ vs RY
+166.5%
-169.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.0% | +2.4% | +4.5% |
| 7D | +10.1% | +2.5% | +7.6% | +9.3% |
| 30D | +14.6% | +8.4% | +6.2% | +11.8% |
| 3M | -6.8% | +1.2% | -8.0% | -7.2% |
| 6M | +4.4% | +19.4% | -15.0% | -2.1% |
| YTD | -16.8% | +25.4% | -42.3% | -23.5% |
| 1Y | -14.5% | +46.7% | -61.1% | -26.2% |
| All | -2.8% | +166.5% | -169.3% | -29.9% |
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 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