+125.0%
NU vs RY
+159.8%
-34.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.3% |
| 7D | +7.5% | +3.1% | +4.4% | +4.6% |
| 30D | +6.1% | -0.3% | +6.5% | +6.5% |
| 3M | +26.8% | +8.7% | +18.2% | +17.4% |
| 6M | +2.5% | +28.5% | -26.1% | -18.8% |
| YTD | -8.2% | +25.1% | -33.3% | -25.2% |
| 1Y | +3.4% | +46.3% | -42.9% | -26.3% |
| All | +125.0% | +159.8% | -34.7% | +7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling