+47.3%
NOK vs RY
+123.7%
-76.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.0% | +3.6% |
| 7D | -10.5% | -0.9% | -9.6% | -9.9% |
| 30D | -27.9% | +5.9% | -33.7% | -30.7% |
| 3M | -18.8% | -4.3% | -14.5% | -16.0% |
| 6M | -41.9% | +12.1% | -54.0% | -46.3% |
| YTD | +18.4% | +20.3% | -1.9% | +3.8% |
| 1Y | +10.9% | +41.0% | -30.2% | -13.4% |
| 3Y | +137.9% | +157.5% | -19.7% | +16.8% |
| All | +47.3% | +123.7% | -76.5% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling