+663.8%
DVN vs RY
+11,573.6%
-10,909.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.0% |
| 7D | +1.5% | +3.1% | -1.6% | -0.6% |
| 30D | +14.2% | -0.3% | +14.5% | +14.2% |
| 3M | +5.2% | +8.7% | -3.4% | -1.2% |
| 6M | +11.9% | +28.5% | -16.7% | -7.0% |
| YTD | +32.8% | +25.1% | +7.7% | +12.2% |
| 1Y | +38.6% | +46.3% | -7.7% | +5.1% |
| 3Y | +0.5% | +154.9% | -154.4% | -48.3% |
| 5Y | +111.0% | +140.3% | -29.3% | +15.0% |
| 10Y | +56.1% | +377.0% | -320.9% | -38.5% |
| All | +663.8% | +11,573.6% | -10,909.9% | +51.6% |
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 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