+350.6%
RY vs DVA
+197.6%
+153.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.3% | +6.9% | +1.6% |
| 7D | -0.6% | -1.6% | +1.0% | -0.4% |
| 30D | +6.1% | 0.0% | +6.1% | +6.0% |
| 3M | -3.4% | -2.4% | -1.0% | -3.3% |
| 6M | +12.8% | -9.8% | +22.5% | +13.6% |
| YTD | +21.0% | +57.8% | -36.8% | +9.3% |
| 1Y | +40.5% | +49.2% | -8.7% | +28.2% |
| 3Y | +159.9% | +116.0% | +43.9% | +115.8% |
| 5Y | +125.0% | +68.5% | +56.5% | +90.3% |
| 10Y | +350.6% | +198.9% | +151.7% | +214.9% |
| All | +350.6% | +197.6% | +153.0% | +214.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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