+415.9%
NEM vs RY
+11,573.6%
-11,157.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | +0.3% | +3.1% | -2.8% | -0.5% |
| 30D | +23.1% | -0.3% | +23.4% | +23.1% |
| 3M | +18.5% | +8.7% | +9.8% | +15.9% |
| 6M | +7.8% | +28.5% | -20.8% | +1.1% |
| YTD | +29.1% | +25.1% | +4.0% | +22.0% |
| 1Y | +72.7% | +46.3% | +26.4% | +56.8% |
| 3Y | +248.7% | +154.9% | +93.8% | +176.4% |
| 5Y | +148.7% | +140.3% | +8.4% | +99.1% |
| 10Y | +304.8% | +377.0% | -72.3% | +172.9% |
| All | +415.9% | +11,573.6% | -11,157.8% | +177.7% |
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 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