+14.5%
NET vs RY
+46.4%
-31.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.0% | -5.6% | -3.3% |
| 7D | -16.4% | +2.5% | -18.8% | -16.8% |
| 30D | -25.8% | +8.4% | -34.3% | -27.3% |
| 3M | -11.5% | +1.2% | -12.8% | -11.7% |
| 6M | +18.9% | +19.4% | -0.4% | +12.4% |
| YTD | +35.2% | +25.4% | +9.8% | +22.5% |
| 1Y | +14.5% | +46.7% | -32.2% | -7.5% |
| All | +14.5% | +46.4% | -31.9% | -7.5% |
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