+309.6%
NSC vs RY
+360.6%
-51.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.6% | -1.9% |
| 7D | -6.6% | -0.9% | -5.7% | -6.0% |
| 30D | +2.2% | +5.9% | -3.7% | -2.2% |
| 3M | -6.2% | -4.3% | -1.9% | -3.4% |
| 6M | +1.7% | +12.1% | -10.4% | -7.9% |
| YTD | +12.2% | +20.3% | -8.0% | -4.1% |
| 1Y | +15.4% | +41.0% | -25.6% | -13.3% |
| 3Y | +73.3% | +157.5% | -84.2% | -22.3% |
| 5Y | +24.7% | +123.2% | -98.5% | -37.9% |
| All | +309.6% | +360.6% | -51.0% | +25.6% |
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