+354.3%
RY vs DAR
+290.1%
+64.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.1% | -4.5% | -0.6% |
| 7D | -3.0% | +3.6% | -6.6% | -3.8% |
| 30D | +6.3% | -11.3% | +17.5% | +8.9% |
| 3M | -2.6% | -13.1% | +10.5% | +0.1% |
| 6M | +13.9% | -15.1% | +29.0% | +17.2% |
| YTD | +21.7% | +50.5% | -28.8% | +9.0% |
| 1Y | +40.4% | +57.9% | -17.5% | +24.1% |
| 3Y | +161.3% | +28.9% | +132.4% | +132.9% |
| 5Y | +126.5% | -31.4% | +157.9% | +131.3% |
| 10Y | +354.3% | +301.0% | +53.3% | +163.5% |
| All | +354.3% | +290.1% | +64.3% | +163.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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