+154.6%
NEM vs RY
+140.8%
+13.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.4% |
| 7D | +0.3% | +3.1% | -2.8% | -1.4% |
| 30D | +23.1% | -0.3% | +23.4% | +23.2% |
| 3M | +18.5% | +8.7% | +9.8% | +12.6% |
| 6M | +7.8% | +28.5% | -20.8% | -7.0% |
| YTD | +29.1% | +25.1% | +4.0% | +13.0% |
| 1Y | +72.7% | +46.3% | +26.4% | +38.8% |
| 3Y | +248.7% | +154.9% | +93.8% | +107.9% |
| All | +154.6% | +140.8% | +13.9% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling