+386.9%
NEM vs RY
+11,121.0%
-10,734.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.3% |
| 7D | +13.4% | -0.9% | +14.3% | +13.7% |
| 30D | +6.5% | +5.9% | +0.6% | +5.0% |
| 3M | +14.9% | -4.3% | +19.2% | +16.3% |
| 6M | +5.5% | +12.1% | -6.6% | +2.5% |
| YTD | +21.9% | +20.3% | +1.6% | +16.4% |
| 1Y | +47.9% | +41.0% | +6.9% | +35.7% |
| 3Y | +238.2% | +157.5% | +80.6% | +167.7% |
| 5Y | +146.2% | +123.2% | +23.0% | +100.9% |
| 10Y | +309.3% | +365.7% | -56.4% | +177.8% |
| All | +386.9% | +11,121.0% | -10,734.1% | +165.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling