+319.5%
DRI vs RY
+351.1%
-31.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.5% |
| 7D | +1.1% | +0.6% | +0.5% | +0.6% |
| 30D | +9.7% | +5.0% | +4.7% | +5.2% |
| 3M | +3.2% | -5.3% | +8.5% | +7.8% |
| 6M | +20.6% | +13.8% | +6.7% | +6.7% |
| YTD | +28.3% | +21.0% | +7.3% | +7.1% |
| 1Y | +34.5% | +40.5% | -6.0% | -1.8% |
| 3Y | +66.5% | +159.7% | -93.1% | -33.3% |
| 5Y | +79.6% | +124.3% | -44.7% | -19.3% |
| All | +319.5% | +351.1% | -31.6% | +6.6% |
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