+298.3%
NSC vs RY
+354.4%
-56.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.0% |
| 7D | -3.4% | -0.6% | -2.8% | -3.0% |
| 30D | +3.6% | +6.1% | -2.5% | -1.0% |
| 3M | -1.4% | -3.4% | +2.0% | +0.8% |
| 6M | +6.0% | +12.8% | -6.8% | -4.4% |
| YTD | +15.5% | +21.0% | -5.5% | -1.8% |
| 1Y | +16.2% | +40.5% | -24.2% | -12.4% |
| 3Y | +76.9% | +159.9% | -82.9% | -21.2% |
| 5Y | +29.3% | +125.0% | -95.6% | -36.0% |
| 10Y | +298.3% | +350.6% | -52.3% | +22.3% |
| All | +298.3% | +354.4% | -56.1% | +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