+161.3%
NOC vs RY
+367.8%
-206.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.2% | +2.1% |
| 7D | -2.9% | -0.2% | -2.7% | -2.9% |
| 30D | +12.1% | +7.1% | +5.1% | +9.3% |
| 3M | -5.3% | -2.7% | -2.6% | -4.5% |
| 6M | -1.0% | +13.8% | -14.8% | -5.9% |
| YTD | -4.3% | +22.1% | -26.4% | -11.5% |
| 1Y | -3.6% | +43.1% | -46.7% | -16.1% |
| 3Y | +22.9% | +163.6% | -140.7% | -17.4% |
| 5Y | +60.4% | +126.2% | -65.8% | +13.2% |
| 10Y | +161.3% | +358.7% | -197.5% | +42.3% |
| All | +161.3% | +367.8% | -206.5% | +42.3% |
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