+194.1%
NRG vs RY
+139.4%
+54.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.5% | -2.8% |
| 7D | +3.9% | -0.5% | +4.4% | +4.2% |
| 30D | -3.0% | -1.9% | -1.1% | -1.7% |
| 3M | -10.9% | +5.1% | -16.0% | -14.1% |
| 6M | -25.3% | +28.2% | -53.4% | -37.3% |
| YTD | -26.8% | +22.9% | -49.7% | -36.8% |
| 1Y | -23.3% | +45.5% | -68.8% | -41.1% |
| 3Y | +208.6% | +156.7% | +51.9% | +61.5% |
| 5Y | +194.1% | +137.7% | +56.4% | +57.5% |
| All | +194.1% | +139.4% | +54.8% | +57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling