+299.9%
NSC vs RY
+355.6%
-55.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.3% | +0.4% |
| 7D | -3.5% | -3.0% | -0.6% | -1.2% |
| 30D | +3.9% | +6.3% | -2.3% | -0.8% |
| 3M | -0.8% | -2.6% | +1.8% | +0.8% |
| 6M | +7.1% | +13.9% | -6.8% | -4.1% |
| YTD | +16.4% | +21.7% | -5.2% | -1.4% |
| 1Y | +16.9% | +40.4% | -23.5% | -11.8% |
| 3Y | +78.4% | +161.3% | -82.9% | -20.9% |
| 5Y | +33.1% | +126.5% | -93.4% | -34.5% |
| 10Y | +299.9% | +354.3% | -54.5% | +22.3% |
| All | +299.9% | +355.6% | -55.8% | +22.3% |
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 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