+350.6%
RY vs DTE
+146.7%
+203.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | -0.6% |
| 7D | -0.6% | +3.5% | -4.1% | -2.0% |
| 30D | +6.1% | +9.5% | -3.4% | +2.0% |
| 3M | -3.4% | +2.5% | -5.9% | -4.5% |
| 6M | +12.8% | +0.6% | +12.2% | +12.1% |
| YTD | +21.0% | +10.5% | +10.5% | +14.8% |
| 1Y | +40.5% | +3.3% | +37.1% | +37.3% |
| 3Y | +159.9% | +56.3% | +103.6% | +107.5% |
| 5Y | +125.0% | +44.9% | +80.0% | +83.4% |
| 10Y | +350.6% | +149.2% | +201.4% | +187.0% |
| All | +350.6% | +146.7% | +203.9% | +187.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling