+32.6%
NET vs RY
+131.8%
-99.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.0% | -5.6% | -5.5% |
| 7D | -16.4% | +2.5% | -18.8% | -18.4% |
| 30D | -25.8% | +8.4% | -34.3% | -31.7% |
| 3M | -11.5% | +1.2% | -12.8% | -13.1% |
| 6M | +18.9% | +19.4% | -0.4% | -2.1% |
| YTD | +35.2% | +25.4% | +9.8% | +4.6% |
| 1Y | +14.5% | +46.7% | -32.2% | -25.7% |
| 3Y | +313.8% | +168.6% | +145.2% | +24.3% |
| 5Y | +32.6% | +132.3% | -99.7% | -49.6% |
| All | +32.6% | +131.8% | -99.2% | -49.6% |
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