+82.5%
NUE vs RY
+46.1%
+36.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | 0.0% |
| 7D | +4.2% | +3.1% | +1.1% | +1.9% |
| 30D | -5.0% | -0.3% | -4.7% | -4.7% |
| 3M | -0.2% | +8.7% | -8.9% | -5.7% |
| 6M | +49.1% | +28.5% | +20.6% | +24.5% |
| YTD | +61.0% | +25.1% | +35.9% | +36.0% |
| 1Y | +82.5% | +46.3% | +36.2% | +35.5% |
| All | +82.5% | +46.1% | +36.5% | +35.5% |
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