+76.3%
NTR vs RY
+241.1%
-164.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.3% | +0.5% |
| 7D | +4.1% | -0.6% | +4.7% | +4.6% |
| 30D | +7.0% | +6.1% | +0.8% | +1.8% |
| 3M | +9.7% | -3.4% | +13.0% | +12.1% |
| 6M | +7.4% | +12.8% | -5.4% | -3.9% |
| YTD | +19.8% | +21.0% | -1.3% | +0.2% |
| 1Y | +25.4% | +40.5% | -15.0% | -7.8% |
| 3Y | +48.6% | +159.9% | -111.3% | -38.6% |
| 5Y | +24.0% | +125.0% | -100.9% | -41.6% |
| All | +76.3% | +241.1% | -164.8% | -42.1% |
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