+171.7%
FROG vs RY
+158.9%
+12.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.9% | -10.7% | -12.1% |
| 7D | -24.5% | -1.1% | -23.4% | -23.9% |
| 30D | -24.3% | +4.4% | -28.7% | -25.8% |
| 3M | -11.7% | -2.9% | -8.8% | -10.2% |
| 6M | +37.1% | +15.6% | +21.6% | +25.1% |
| YTD | +19.5% | +21.8% | -2.3% | +4.5% |
| 1Y | +61.8% | +42.6% | +19.2% | +26.5% |
| All | +171.7% | +158.9% | +12.9% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling