+85.4%
FROG vs RY
+46.4%
+39.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.0% | -5.5% | -2.4% |
| 7D | -14.1% | +2.5% | -16.5% | -14.0% |
| 30D | -11.8% | +8.4% | -20.2% | -11.9% |
| 3M | +0.1% | +1.2% | -1.1% | +0.7% |
| 6M | +64.2% | +19.4% | +44.8% | +60.2% |
| YTD | +38.2% | +25.4% | +12.8% | +29.5% |
| 1Y | +85.4% | +46.7% | +38.7% | +67.6% |
| All | +85.4% | +46.4% | +39.0% | +67.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling