+157.5%
RY vs DAR
+6.3%
+151.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | +3.1% | +1.4% | +1.8% | +2.9% |
| 30D | -0.3% | +12.8% | -13.1% | -1.9% |
| 3M | +8.7% | +7.4% | +1.3% | +7.5% |
| 6M | +28.5% | +22.3% | +6.3% | +24.7% |
| YTD | +25.1% | +81.1% | -56.0% | +14.9% |
| 1Y | +46.3% | +106.5% | -60.2% | +31.5% |
| All | +157.5% | +6.3% | +151.1% | +151.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling