-100.0%
DFNS vs RY
+160.3%
-260.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.3% | -5.7% |
| 7D | -6.0% | +0.6% | -6.5% | -5.4% |
| 30D | -71.2% | +5.0% | -76.2% | -69.4% |
| 3M | -94.5% | -5.3% | -89.2% | -95.0% |
| 6M | -96.5% | +13.8% | -110.4% | -95.8% |
| YTD | -99.6% | +21.0% | -120.6% | -99.5% |
| 1Y | -99.7% | +40.5% | -140.2% | -99.4% |
| 3Y | -100.0% | +159.7% | -259.6% | -99.9% |
| All | -100.0% | +160.3% | -260.2% | -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 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