+119.6%
DVN vs RY
+140.3%
-20.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.2% |
| 7D | -1.3% | +2.7% | -4.0% | -3.2% |
| 30D | +12.6% | -1.0% | +13.6% | +13.1% |
| 3M | +8.1% | +7.6% | +0.5% | +1.3% |
| 6M | +10.2% | +29.5% | -19.3% | -11.7% |
| YTD | +33.8% | +24.2% | +9.6% | +10.6% |
| 1Y | +43.9% | +46.4% | -2.5% | +2.4% |
| 3Y | +1.7% | +159.4% | -157.7% | -60.2% |
| 5Y | +119.6% | +141.8% | -22.2% | -14.7% |
| All | +119.6% | +140.3% | -20.7% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling