-28.0%
DPZ vs RY
+131.8%
-159.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.0% | +2.4% | +4.2% |
| 7D | +10.1% | +2.5% | +7.6% | +9.0% |
| 30D | +14.6% | +8.4% | +6.2% | +10.9% |
| 3M | -6.8% | +1.2% | -8.0% | -7.3% |
| 6M | +4.4% | +19.4% | -15.0% | -3.7% |
| YTD | -16.8% | +25.4% | -42.3% | -25.1% |
| 1Y | -14.5% | +46.7% | -61.1% | -28.4% |
| 3Y | -1.1% | +168.6% | -169.7% | -38.7% |
| 5Y | -28.0% | +132.3% | -160.2% | -53.3% |
| All | -28.0% | +131.8% | -159.8% | -53.3% |
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