+79.3%
FROG vs RY
+39.8%
+39.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | +48.2% | -0.5% | +48.8% | +48.2% |
| 30D | +11.4% | +4.7% | +6.7% | +11.7% |
| 3M | +28.5% | -4.5% | +33.0% | +30.3% |
| 6M | +63.7% | +12.5% | +51.2% | +60.6% |
| YTD | +77.1% | +21.1% | +55.9% | +65.3% |
| 1Y | +79.3% | +38.6% | +40.7% | +56.3% |
| All | +79.3% | +39.8% | +39.6% | +56.3% |
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