-99.9%
DFNS vs RY
+267.8%
-367.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.2% |
| 7D | -16.0% | +3.1% | -19.1% | -14.6% |
| 30D | -77.7% | -0.3% | -77.4% | -77.9% |
| 3M | -77.2% | +8.7% | -85.8% | -76.2% |
| 6M | -95.2% | +28.5% | -123.7% | -94.3% |
| YTD | -98.0% | +25.1% | -123.1% | -97.7% |
| 1Y | -98.3% | +46.3% | -144.6% | -97.7% |
| 3Y | -99.9% | +154.9% | -254.8% | -99.8% |
| 5Y | -99.9% | +140.3% | -240.2% | -99.8% |
| All | -99.9% | +267.8% | -367.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling