+136.1%
NI vs RY
+371.6%
-235.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.6% |
| 7D | +2.3% | +2.7% | -0.4% | +1.0% |
| 30D | -1.7% | -1.0% | -0.7% | -1.3% |
| 3M | -8.0% | +7.6% | -15.6% | -11.3% |
| 6M | -8.6% | +29.5% | -38.1% | -19.3% |
| YTD | +2.3% | +24.2% | -21.8% | -8.0% |
| 1Y | +6.9% | +46.4% | -39.5% | -11.1% |
| 3Y | +70.6% | +159.4% | -88.9% | +6.2% |
| 5Y | +96.4% | +141.8% | -45.5% | +24.9% |
| 10Y | +136.1% | +373.9% | -237.8% | +1.6% |
| All | +136.1% | +371.6% | -235.5% | +1.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling