-100.0%
DFNS vs RY
+158.9%
-258.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -2.9% | -16.8% | -23.0% |
| 7D | -37.4% | -1.1% | -36.3% | -38.1% |
| 30D | -65.8% | +4.4% | -70.2% | -63.8% |
| 3M | -95.0% | -2.9% | -92.1% | -95.3% |
| 6M | -95.8% | +15.6% | -111.4% | -94.8% |
| YTD | -99.5% | +21.8% | -121.4% | -99.4% |
| 1Y | -99.7% | +42.6% | -142.3% | -99.5% |
| All | -100.0% | +158.9% | -258.9% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling