+40.5%
RY vs DAR
+57.1%
-16.6%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | +0.5% |
| 7D | -0.6% | -3.8% | +3.2% | -0.5% |
| 30D | +6.1% | -14.4% | +20.6% | +6.7% |
| 3M | -3.4% | -17.9% | +14.6% | -2.8% |
| 6M | +12.8% | -18.3% | +31.1% | +13.7% |
| YTD | +21.0% | +43.2% | -22.2% | +12.6% |
| 1Y | +40.5% | +57.7% | -17.2% | +28.6% |
| All | +40.5% | +57.1% | -16.6% | +28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling