-100.0%
DFNS vs RY
+122.0%
-222.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -1.3% | -11.0% | -12.9% |
| 7D | -44.0% | -0.9% | -43.1% | -44.3% |
| 30D | -69.1% | +5.9% | -75.0% | -68.0% |
| 3M | -95.6% | -4.3% | -91.4% | -95.8% |
| 6M | -96.2% | +12.1% | -108.3% | -95.8% |
| YTD | -99.6% | +20.3% | -119.9% | -99.5% |
| 1Y | -99.7% | +41.0% | -140.7% | -99.7% |
| 3Y | -100.0% | +157.5% | -257.5% | -100.0% |
| All | -100.0% | +122.0% | -222.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling