+11,448.1%
RY vs DTE
+1,811.5%
+9,636.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | +3.1% | +0.2% | +3.0% | +3.1% |
| 30D | -0.3% | -2.6% | +2.2% | +0.7% |
| 3M | +8.7% | -3.9% | +12.6% | +10.2% |
| 6M | +28.5% | -7.9% | +36.4% | +32.4% |
| YTD | +25.1% | +7.2% | +17.9% | +20.8% |
| 1Y | +46.3% | +3.1% | +43.2% | +43.4% |
| 3Y | +154.9% | +47.6% | +107.4% | +113.2% |
| 5Y | +140.3% | +32.7% | +107.6% | +107.9% |
| 10Y | +377.0% | +138.8% | +238.3% | +214.3% |
| All | +11,448.1% | +1,811.5% | +9,636.7% | +4,062.2% |
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 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