+1,046.6%
NRG vs RY
+377.5%
+669.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -2.9% |
| 7D | -0.2% | -2.9% | +2.7% | +2.0% |
| 30D | -6.8% | -2.0% | -4.8% | -5.4% |
| 3M | -7.1% | +4.9% | -12.0% | -10.4% |
| 6M | -27.6% | +26.1% | -53.7% | -38.9% |
| YTD | -29.2% | +22.4% | -51.6% | -39.0% |
| 1Y | -29.9% | +44.7% | -74.6% | -46.6% |
| 3Y | +198.7% | +155.7% | +43.0% | +49.6% |
| 5Y | +192.9% | +137.7% | +55.2% | +52.9% |
| All | +1,046.6% | +377.5% | +669.1% | +194.7% |
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