+427.9%
NOK vs RY
+11,573.6%
-11,145.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +3.1% |
| 7D | -1.8% | +3.1% | -4.9% | -3.7% |
| 30D | +4.7% | -0.3% | +5.0% | +5.0% |
| 3M | -39.7% | +8.7% | -48.3% | -42.7% |
| 6M | +23.1% | +28.5% | -5.5% | +4.9% |
| YTD | +55.0% | +25.1% | +29.9% | +34.2% |
| 1Y | +118.0% | +46.3% | +71.8% | +71.1% |
| 3Y | +170.5% | +154.9% | +15.6% | +47.5% |
| 5Y | +84.9% | +140.3% | -55.4% | +4.7% |
| 10Y | +112.0% | +377.0% | -265.1% | -24.0% |
| All | +427.9% | +11,573.6% | -11,145.7% | -63.2% |
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