+40.5%
RY vs DTE
+4.8%
+35.7%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | +0.2% |
| 7D | -0.6% | +3.5% | -4.1% | -1.0% |
| 30D | +6.1% | +9.5% | -3.4% | +5.0% |
| 3M | -3.4% | +2.5% | -5.9% | -3.9% |
| 6M | +12.8% | +0.6% | +12.2% | +11.9% |
| YTD | +21.0% | +10.5% | +10.5% | +20.3% |
| 1Y | +40.5% | +3.3% | +37.1% | +43.2% |
| All | +40.5% | +4.8% | +35.7% | +43.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling