+250.5%
NEM vs RY
+160.3%
+90.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.6% |
| 7D | -6.4% | +0.6% | -7.0% | -6.8% |
| 30D | +1.4% | +5.0% | -3.6% | -1.8% |
| 3M | -0.7% | -5.3% | +4.6% | +3.1% |
| 6M | -4.5% | +13.8% | -18.3% | -13.1% |
| YTD | +14.0% | +21.0% | -6.9% | -0.7% |
| 1Y | +27.3% | +40.5% | -13.2% | +0.6% |
| 3Y | +250.5% | +159.7% | +90.8% | +87.3% |
| All | +250.5% | +160.3% | +90.2% | +87.3% |
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