+1,567.2%
NRG vs RY
+1,989.6%
-422.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.7% | +7.1% | +6.9% |
| 7D | +7.1% | +3.1% | +4.0% | +4.9% |
| 30D | -1.4% | -0.3% | -1.1% | -1.3% |
| 3M | -10.5% | +8.7% | -19.1% | -15.3% |
| 6M | -26.7% | +28.5% | -55.3% | -37.9% |
| YTD | -24.5% | +25.1% | -49.6% | -34.9% |
| 1Y | -18.6% | +46.3% | -64.9% | -36.6% |
| 3Y | +227.1% | +154.9% | +72.2% | +76.1% |
| 5Y | +198.8% | +140.3% | +58.5% | +65.9% |
| 10Y | +1,122.3% | +377.0% | +745.2% | +329.3% |
| All | +1,567.2% | +1,989.6% | -422.4% | +251.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling