+924.9%
NRG vs RY
+351.1%
+573.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +10.0% | +0.6% | +9.4% | +9.6% |
| 30D | -3.2% | +5.0% | -8.3% | -7.0% |
| 3M | -18.5% | -5.3% | -13.2% | -15.6% |
| 6M | -25.3% | +13.8% | -39.1% | -32.3% |
| YTD | -38.1% | +21.0% | -59.1% | -46.4% |
| 1Y | -40.7% | +40.5% | -81.2% | -53.9% |
| 3Y | +121.8% | +159.7% | -37.9% | +10.3% |
| 5Y | +209.2% | +124.3% | +84.9% | +68.8% |
| All | +924.9% | +351.1% | +573.8% | +215.6% |
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 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