+361.4%
DRI vs RY
+373.9%
-12.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | +0.1% |
| 7D | +0.6% | +3.1% | -2.5% | -2.1% |
| 30D | +3.8% | -0.3% | +4.2% | +4.0% |
| 3M | +13.0% | +8.7% | +4.4% | +4.6% |
| 6M | +8.3% | +28.5% | -20.2% | -13.7% |
| YTD | +20.6% | +25.1% | -4.5% | -1.9% |
| 1Y | +6.5% | +46.3% | -39.8% | -24.8% |
| 3Y | +53.7% | +154.9% | -101.2% | -36.9% |
| 5Y | +72.7% | +140.3% | -67.6% | -27.2% |
| All | +361.4% | +373.9% | -12.6% | +9.6% |
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