+436.0%
NUE vs RY
+354.4%
+81.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.6% | +4.1% | +4.1% |
| 7D | -6.2% | -0.6% | -5.7% | -5.7% |
| 30D | +2.5% | +6.1% | -3.7% | -2.9% |
| 3M | -6.4% | -3.4% | -3.0% | -3.6% |
| 6M | +13.3% | +12.8% | +0.5% | +1.1% |
| YTD | +58.5% | +21.0% | +37.5% | +32.4% |
| 1Y | +81.9% | +40.5% | +41.4% | +32.4% |
| 3Y | +75.3% | +159.9% | -84.6% | -29.9% |
| 5Y | +149.9% | +125.0% | +25.0% | +14.8% |
| 10Y | +436.0% | +350.6% | +85.4% | +56.3% |
| All | +436.0% | +354.4% | +81.6% | +56.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling