+11,476.6%
RY vs DOC
+838.2%
+10,638.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.1% | -0.1% | +2.0% |
| 7D | +2.5% | +8.7% | -6.3% | -0.3% |
| 30D | +8.4% | +7.6% | +0.8% | +5.8% |
| 3M | +1.2% | -5.3% | +6.5% | +2.8% |
| 6M | +19.4% | +27.6% | -8.2% | +9.2% |
| YTD | +25.4% | +32.4% | -7.0% | +13.0% |
| 1Y | +46.7% | +22.9% | +23.8% | +35.3% |
| 3Y | +168.6% | +43.1% | +125.5% | +131.8% |
| 5Y | +132.3% | -21.4% | +153.7% | +141.1% |
| 10Y | +385.7% | +16.8% | +368.8% | +318.5% |
| All | +11,476.6% | +838.2% | +10,638.4% | +5,437.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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