+162.0%
RY vs DTE
+48.5%
+113.5%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | +3.1% | +0.2% | +3.0% | +3.1% |
| 30D | -0.3% | -2.6% | +2.2% | +0.4% |
| 3M | +8.7% | -3.9% | +12.6% | +9.5% |
| 6M | +28.5% | -7.9% | +36.4% | +31.1% |
| YTD | +25.1% | +7.2% | +17.9% | +21.4% |
| 1Y | +46.3% | +3.1% | +43.2% | +43.7% |
| All | +162.0% | +48.5% | +113.5% | +124.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling