+11,000.4%
RY vs DTE
+1,814.8%
+9,185.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.4% | -1.3% |
| 7D | -0.9% | -0.3% | -0.6% | -0.8% |
| 30D | +5.9% | +6.2% | -0.3% | +3.3% |
| 3M | -4.3% | -2.6% | -1.7% | -3.3% |
| 6M | +12.1% | -3.5% | +15.7% | +13.4% |
| YTD | +20.3% | +7.4% | +12.9% | +16.0% |
| 1Y | +41.0% | +4.2% | +36.8% | +37.6% |
| 3Y | +157.5% | +51.7% | +105.8% | +113.1% |
| 5Y | +123.2% | +39.7% | +83.5% | +89.1% |
| 10Y | +365.7% | +137.5% | +228.2% | +207.6% |
| All | +11,000.4% | +1,814.8% | +9,185.6% | +3,895.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling