+296.7%
FROG vs RY
+160.5%
+136.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.3% |
| 7D | +17.0% | -0.6% | +17.6% | +17.5% |
| 30D | +1.3% | +6.1% | -4.8% | -1.7% |
| 3M | +17.5% | -3.4% | +20.8% | +19.5% |
| 6M | +46.8% | +12.8% | +34.0% | +35.7% |
| YTD | +65.8% | +21.0% | +44.8% | +45.4% |
| 1Y | +61.0% | +40.5% | +20.5% | +27.1% |
| 3Y | +296.7% | +159.9% | +136.9% | +116.0% |
| All | +296.7% | +160.5% | +136.2% | +116.0% |
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