+11,448.1%
RY vs DAR
+638.0%
+10,810.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | +3.1% | +1.4% | +1.8% | +3.0% |
| 30D | -0.3% | +12.8% | -13.1% | -1.2% |
| 3M | +8.7% | +7.4% | +1.3% | +8.0% |
| 6M | +28.5% | +22.3% | +6.3% | +26.5% |
| YTD | +25.1% | +81.1% | -56.0% | +19.9% |
| 1Y | +46.3% | +106.5% | -60.2% | +38.7% |
| 3Y | +154.9% | +5.3% | +149.6% | +150.5% |
| 5Y | +140.3% | -11.5% | +151.8% | +137.3% |
| 10Y | +377.0% | +353.3% | +23.7% | +324.3% |
| All | +11,448.1% | +638.0% | +10,810.1% | +9,870.6% |
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 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