+220.0%
NRG vs RY
+159.6%
+60.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.1% |
| 7D | +9.3% | +2.7% | +6.5% | +6.9% |
| 30D | +1.3% | -1.0% | +2.3% | +2.0% |
| 3M | -6.0% | +7.6% | -13.6% | -11.2% |
| 6M | -22.0% | +29.5% | -51.4% | -35.7% |
| YTD | -24.1% | +24.2% | -48.3% | -35.6% |
| 1Y | -18.0% | +46.4% | -64.4% | -38.1% |
| 3Y | +220.0% | +159.4% | +60.6% | +71.3% |
| All | +220.0% | +159.6% | +60.5% | +71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling