+48.8%
NU vs RY
+141.9%
-93.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.3% |
| 7D | +7.5% | +3.1% | +4.4% | +4.3% |
| 30D | +6.1% | -0.3% | +6.5% | +6.6% |
| 3M | +26.8% | +8.7% | +18.2% | +16.4% |
| 6M | +2.5% | +28.5% | -26.1% | -20.7% |
| YTD | -8.2% | +25.1% | -33.3% | -26.8% |
| 1Y | +3.4% | +46.3% | -42.9% | -29.5% |
| 3Y | +116.2% | +154.9% | -38.8% | -17.2% |
| All | +48.8% | +141.9% | -93.1% | -50.8% |
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