+619.0%
DVN vs RY
+11,253.8%
-10,634.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +3.0% | +3.2% |
| 7D | +1.9% | -3.0% | +4.9% | +3.9% |
| 30D | -8.2% | +6.3% | -14.4% | -12.1% |
| 3M | -0.3% | -2.6% | +2.2% | +0.6% |
| 6M | -2.5% | +13.9% | -16.4% | -12.0% |
| YTD | +25.0% | +21.7% | +3.4% | +7.0% |
| 1Y | +31.1% | +40.4% | -9.3% | +1.7% |
| 3Y | +8.7% | +161.3% | -152.6% | -45.2% |
| 5Y | +33.3% | +126.5% | -93.2% | -25.1% |
| 10Y | +55.3% | +354.3% | -299.1% | -37.4% |
| All | +619.0% | +11,253.8% | -10,634.8% | +44.5% |
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