+16.2%
NSC vs RY
+41.3%
-25.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.3% |
| 7D | -3.4% | -0.6% | -2.8% | -3.1% |
| 30D | +3.6% | +6.1% | -2.5% | +2.3% |
| 3M | -1.4% | -3.4% | +2.0% | -0.5% |
| 6M | +6.0% | +12.8% | -6.8% | 0.0% |
| YTD | +15.5% | +21.0% | -5.5% | +4.8% |
| 1Y | +16.2% | +40.5% | -24.2% | -3.6% |
| All | +16.2% | +41.3% | -25.1% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling