+55.3%
DVN vs RY
+355.6%
-300.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +3.0% | +2.9% |
| 7D | +1.9% | -3.0% | +4.9% | +5.4% |
| 30D | -8.2% | +6.3% | -14.4% | -14.8% |
| 3M | -0.3% | -2.6% | +2.2% | +1.2% |
| 6M | -2.5% | +13.9% | -16.4% | -18.8% |
| YTD | +25.0% | +21.7% | +3.4% | -5.6% |
| 1Y | +31.1% | +40.4% | -9.3% | -17.5% |
| 3Y | +8.7% | +161.3% | -152.6% | -70.7% |
| 5Y | +33.3% | +126.5% | -93.2% | -56.9% |
| 10Y | +55.3% | +354.3% | -299.1% | -63.6% |
| All | +55.3% | +355.6% | -300.4% | -63.6% |
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