-75.0%
FRSH vs RY
+146.8%
-221.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | -11.2% | -2.9% | -8.3% | -8.9% |
| 30D | -0.8% | -2.0% | +1.2% | +0.6% |
| 3M | +26.4% | +4.9% | +21.5% | +19.8% |
| 6M | +48.4% | +26.1% | +22.2% | +17.5% |
| YTD | -3.1% | +22.4% | -25.5% | -21.3% |
| 1Y | -8.7% | +44.7% | -53.4% | -37.6% |
| 3Y | -45.8% | +155.7% | -201.5% | -80.1% |
| All | -75.0% | +146.8% | -221.8% | -90.9% |
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