+2,540.3%
NSC vs RY
+11,266.1%
-8,725.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.9% | -1.5% | -2.7% |
| 7D | -3.8% | -1.1% | -2.7% | -3.2% |
| 30D | +4.1% | +4.4% | -0.3% | +1.6% |
| 3M | -3.3% | -2.9% | -0.3% | -1.9% |
| 6M | +5.9% | +15.6% | -9.7% | -3.0% |
| YTD | +15.5% | +21.8% | -6.3% | +2.5% |
| 1Y | +19.3% | +42.6% | -23.2% | -3.3% |
| 3Y | +79.0% | +160.9% | -81.9% | +2.0% |
| 5Y | +28.3% | +126.1% | -97.8% | -21.1% |
| 10Y | +336.8% | +371.7% | -34.9% | +82.0% |
| All | +2,540.3% | +11,266.1% | -8,725.7% | +239.3% |
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