-49.7%
NRG vs RY
+46.4%
-96.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +3.0% | -16.6% | -15.7% |
| 7D | -13.7% | +2.5% | -16.2% | -15.5% |
| 30D | -13.6% | +8.4% | -22.0% | -19.5% |
| 3M | -28.5% | +1.2% | -29.7% | -29.2% |
| 6M | -45.8% | +19.4% | -65.1% | -54.2% |
| YTD | -46.9% | +25.4% | -72.4% | -57.6% |
| 1Y | -49.7% | +46.7% | -96.4% | -62.6% |
| All | -49.7% | +46.4% | -96.1% | -62.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling