+11,833.1%
RY vs DVA
+5,194.7%
+6,638.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.8% |
| 6M | +28.5% | +18.9% | +9.7% | +25.0% |
| YTD | +25.1% | +61.9% | -36.8% | +16.7% |
| 1Y | +46.3% | +35.7% | +10.6% | +39.3% |
| 3Y | +154.9% | +78.6% | +76.3% | +131.8% |
| 5Y | +140.3% | +39.2% | +101.1% | +121.5% |
| 10Y | +377.0% | +184.0% | +193.0% | +297.5% |
| All | +11,833.1% | +5,194.7% | +6,638.4% | +8,059.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling