-100.0%
DFNS vs RY
+255.7%
-355.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.6% | +8.8% | +9.8% |
| 7D | -37.0% | -0.6% | -36.4% | -37.1% |
| 30D | -63.4% | +6.1% | -69.5% | -62.2% |
| 3M | -94.1% | -3.4% | -90.7% | -94.2% |
| 6M | -96.3% | +12.8% | -109.1% | -96.0% |
| YTD | -99.6% | +21.0% | -120.6% | -99.5% |
| 1Y | -99.7% | +40.5% | -140.2% | -99.6% |
| 3Y | -100.0% | +159.9% | -259.9% | -100.0% |
| 5Y | -100.0% | +125.0% | -224.9% | -99.9% |
| All | -100.0% | +255.7% | -355.7% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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