+350.6%
RY vs DAR
+269.9%
+80.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | 0.0% |
| 7D | -0.6% | -3.8% | +3.2% | +0.3% |
| 30D | +6.1% | -14.4% | +20.6% | +9.7% |
| 3M | -3.4% | -17.9% | +14.6% | +0.6% |
| 6M | +12.8% | -18.3% | +31.1% | +17.0% |
| YTD | +21.0% | +43.2% | -22.2% | +9.6% |
| 1Y | +40.5% | +57.7% | -17.2% | +24.1% |
| 3Y | +159.9% | +22.7% | +137.2% | +134.2% |
| 5Y | +125.0% | -34.0% | +159.0% | +131.6% |
| 10Y | +350.6% | +279.5% | +71.1% | +164.2% |
| All | +350.6% | +269.9% | +80.6% | +164.2% |
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