-40.7%
NRG vs RY
+38.8%
-79.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -7.8% |
| 3M | -18.5% | -5.3% | -13.2% | -14.7% |
| 6M | -25.3% | +13.8% | -39.1% | -34.9% |
| YTD | -38.1% | +21.0% | -59.1% | -49.5% |
| 1Y | -40.7% | +40.5% | -81.2% | -57.0% |
| All | -40.7% | +38.8% | -79.5% | -57.0% |
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