+1,950.3%
NI vs RY
+11,573.6%
-9,623.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.4% |
| 7D | +2.0% | +3.1% | -1.1% | +1.0% |
| 30D | -3.5% | -0.3% | -3.2% | -3.5% |
| 3M | -9.1% | +8.7% | -17.8% | -11.7% |
| 6M | -11.8% | +28.5% | -40.4% | -19.0% |
| YTD | +1.1% | +25.1% | -24.0% | -6.4% |
| 1Y | +6.7% | +46.3% | -39.6% | -6.2% |
| 3Y | +71.1% | +154.9% | -83.9% | +24.8% |
| 5Y | +94.3% | +140.3% | -46.0% | +43.7% |
| 10Y | +135.8% | +377.0% | -241.3% | +39.4% |
| All | +1,950.3% | +11,573.6% | -9,623.3% | +632.6% |
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 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