+26.6%
DVN vs RY
+40.4%
-13.7%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +3.2% |
| 7D | -8.8% | -0.6% | -8.3% | -8.9% |
| 30D | -10.0% | +6.1% | -16.2% | -6.9% |
| 3M | -3.7% | -3.4% | -0.3% | -5.1% |
| 6M | -3.5% | +12.8% | -16.3% | +3.3% |
| YTD | +20.8% | +21.0% | -0.3% | +35.2% |
| All | +26.6% | +40.4% | -13.7% | +38.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling