+62.5%
DVN vs RY
+372.5%
-310.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +2.4% |
| 7D | -0.1% | -0.5% | +0.4% | +0.4% |
| 30D | +8.0% | -1.9% | +9.9% | +9.8% |
| 3M | +11.9% | +5.1% | +6.8% | +3.9% |
| 6M | +10.6% | +28.2% | -17.5% | -20.3% |
| YTD | +35.4% | +22.9% | +12.5% | +2.0% |
| 1Y | +46.5% | +45.5% | +1.0% | -11.0% |
| 3Y | +3.0% | +156.7% | -153.7% | -71.6% |
| 5Y | +120.5% | +137.7% | -17.2% | -32.7% |
| 10Y | +62.5% | +375.5% | -313.1% | -74.4% |
| All | +62.5% | +372.5% | -310.1% | -74.4% |
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