-44.7%
FRSH vs RY
+159.6%
-204.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.2% | -4.5% |
| 7D | -10.1% | +2.7% | -12.8% | -11.4% |
| 30D | +2.2% | -1.0% | +3.2% | +2.6% |
| 3M | +28.6% | +7.6% | +20.9% | +21.9% |
| 6M | +40.2% | +29.5% | +10.7% | +16.7% |
| YTD | -1.2% | +24.2% | -25.4% | -15.4% |
| 1Y | -7.9% | +46.4% | -54.3% | -30.9% |
| 3Y | -44.7% | +159.4% | -204.2% | -72.4% |
| All | -44.7% | +159.6% | -204.3% | -72.4% |
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