+291.3%
NEM vs RY
+371.6%
-80.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | +3.9% | +2.7% | +1.1% | +2.8% |
| 30D | +12.7% | -1.0% | +13.7% | +13.1% |
| 3M | +28.7% | +7.6% | +21.0% | +24.9% |
| 6M | +9.8% | +29.5% | -19.7% | -0.7% |
| YTD | +28.1% | +24.2% | +3.9% | +17.8% |
| 1Y | +69.3% | +46.4% | +23.0% | +46.6% |
| 3Y | +247.7% | +159.4% | +88.3% | +146.9% |
| 5Y | +153.4% | +141.8% | +11.5% | +82.5% |
| 10Y | +291.3% | +373.9% | -82.6% | +107.1% |
| All | +291.3% | +371.6% | -80.4% | +107.1% |
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