+374.0%
RY vs DTE
+141.0%
+233.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.1% |
| 7D | -2.9% | -2.0% | -0.9% | -2.0% |
| 30D | -2.0% | -2.4% | +0.4% | -1.0% |
| 3M | +4.9% | -7.3% | +12.2% | +8.1% |
| 6M | +26.1% | -7.6% | +33.8% | +29.9% |
| YTD | +22.4% | +5.8% | +16.6% | +18.4% |
| 1Y | +44.7% | +2.3% | +42.4% | +42.0% |
| 3Y | +155.7% | +45.0% | +110.7% | +111.3% |
| 5Y | +137.7% | +33.2% | +104.5% | +101.8% |
| All | +374.0% | +141.0% | +233.0% | +211.6% |
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