+82.1%
DT vs RY
+229.7%
-147.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | +0.3% |
| 7D | -24.7% | -0.9% | -23.8% | -24.2% |
| 30D | -27.4% | +5.9% | -33.2% | -30.1% |
| 3M | -11.1% | -4.3% | -6.8% | -8.7% |
| 6M | +13.7% | +12.1% | +1.6% | +4.6% |
| YTD | +0.2% | +20.3% | -20.0% | -12.8% |
| 1Y | -5.7% | +41.0% | -46.7% | -26.9% |
| 3Y | -8.1% | +157.5% | -165.7% | -55.0% |
| 5Y | -43.1% | +123.2% | -166.3% | -68.9% |
| All | +82.1% | +229.7% | -147.6% | -19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling