+97.0%
NI vs RY
+140.8%
-43.8%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.4% |
| 7D | +2.0% | +3.1% | -1.1% | +0.8% |
| 30D | -3.5% | -0.3% | -3.2% | -3.5% |
| 3M | -9.1% | +8.7% | -17.8% | -12.2% |
| 6M | -11.8% | +28.5% | -40.4% | -20.5% |
| YTD | +1.1% | +25.1% | -24.0% | -8.0% |
| 1Y | +6.7% | +46.3% | -39.6% | -9.2% |
| 3Y | +71.1% | +154.9% | -83.9% | +12.6% |
| All | +97.0% | +140.8% | -43.8% | +32.1% |
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