+2,101.8%
NI vs RY
+11,121.0%
-9,019.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.2% |
| 7D | -0.9% | -0.9% | 0.0% | -0.7% |
| 30D | +9.6% | +5.9% | +3.8% | +7.6% |
| 3M | +2.5% | -4.3% | +6.7% | +3.9% |
| 6M | -5.8% | +12.1% | -17.9% | -9.5% |
| YTD | +8.6% | +20.3% | -11.7% | +1.8% |
| 1Y | +6.0% | +41.0% | -35.0% | -5.7% |
| 3Y | +91.0% | +157.5% | -66.5% | +38.9% |
| 5Y | +104.8% | +123.2% | -18.4% | +55.1% |
| 10Y | +176.7% | +365.7% | -189.0% | +64.9% |
| All | +2,101.8% | +11,121.0% | -9,019.2% | +696.8% |
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