+25.6%
NOC vs RY
+154.9%
-129.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.4% |
| 7D | -5.2% | +3.1% | -8.3% | -5.5% |
| 30D | -7.2% | -0.3% | -6.9% | -7.2% |
| 3M | -5.1% | +8.7% | -13.8% | -6.1% |
| 6M | -31.1% | +28.5% | -59.6% | -32.9% |
| YTD | -8.6% | +25.1% | -33.7% | -10.8% |
| 1Y | -9.7% | +46.3% | -56.0% | -13.0% |
| All | +25.6% | +154.9% | -129.3% | +17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling