+11,143.8%
RY vs DAR
+474.0%
+10,669.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.1% | +0.2% | -2.7% |
| 7D | -1.1% | -8.1% | +7.0% | -0.6% |
| 30D | +4.4% | -17.1% | +21.5% | +5.7% |
| 3M | -2.9% | -12.3% | +9.3% | -2.2% |
| 6M | +15.6% | -21.8% | +37.4% | +17.2% |
| YTD | +21.8% | +40.8% | -19.0% | +18.7% |
| 1Y | +42.6% | +57.4% | -14.8% | +37.8% |
| 3Y | +160.9% | +12.1% | +148.8% | +155.4% |
| 5Y | +126.1% | -40.2% | +166.3% | +128.9% |
| 10Y | +371.7% | +280.1% | +91.6% | +324.9% |
| All | +11,143.8% | +474.0% | +10,669.9% | +9,765.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling