+55.9%
FROG vs RY
+234.1%
-178.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -1.3% | +36.6% | +36.0% |
| 7D | +7.0% | -0.9% | +7.9% | +7.4% |
| 30D | +2.9% | +5.9% | -3.0% | -0.5% |
| 3M | +21.6% | -4.3% | +25.9% | +24.3% |
| 6M | +87.7% | +12.1% | +75.5% | +73.5% |
| YTD | +61.7% | +20.3% | +41.4% | +42.0% |
| 1Y | +113.7% | +41.0% | +72.7% | +69.1% |
| 3Y | +267.7% | +157.5% | +110.2% | +96.8% |
| 5Y | +158.8% | +123.2% | +35.6% | +47.5% |
| All | +55.9% | +234.1% | -178.2% | -28.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling