+127.5%
NOK vs RY
+377.6%
-250.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.8% | +6.9% | +6.7% |
| 7D | +7.3% | +2.7% | +4.5% | +5.2% |
| 30D | +13.8% | -1.0% | +14.8% | +14.5% |
| 3M | -27.0% | +7.6% | -34.7% | -30.4% |
| 6M | +37.6% | +29.5% | +8.1% | +16.0% |
| YTD | +64.6% | +24.2% | +40.4% | +42.5% |
| 1Y | +132.0% | +46.4% | +85.6% | +80.5% |
| 3Y | +183.7% | +159.4% | +24.2% | +49.4% |
| 5Y | +101.3% | +141.8% | -40.6% | +11.0% |
| All | +127.5% | +377.6% | -250.1% | -16.1% |
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 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