+141.9%
RY vs DVA
+40.3%
+101.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | +3.1% | +1.8% | +1.3% | +2.9% |
| 30D | -0.3% | -2.5% | +2.2% | -0.1% |
| 3M | +8.7% | -4.3% | +12.9% | +8.7% |
| 6M | +28.5% | +18.9% | +9.7% | +25.3% |
| YTD | +25.1% | +61.9% | -36.8% | +17.3% |
| 1Y | +46.3% | +35.7% | +10.6% | +40.0% |
| 3Y | +154.9% | +78.6% | +76.3% | +133.0% |
| All | +141.9% | +40.3% | +101.7% | +126.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling