+22.2%
NEM vs RY
+39.8%
-17.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.5% |
| 7D | -5.9% | -0.5% | -5.4% | -5.4% |
| 30D | -2.6% | +4.7% | -7.3% | -6.0% |
| 3M | -4.2% | -4.5% | +0.3% | -0.9% |
| 6M | -5.5% | +12.5% | -18.0% | -16.9% |
| YTD | +13.5% | +21.1% | -7.6% | -9.4% |
| 1Y | +22.2% | +38.6% | -16.5% | -10.4% |
| All | +22.2% | +39.8% | -17.6% | -10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling