-61.4%
NVD vs RY
+46.1%
-107.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -2.4% |
| 7D | -11.1% | +3.1% | -14.2% | -6.6% |
| 30D | -13.3% | -0.3% | -12.9% | -13.4% |
| 3M | -19.8% | +8.7% | -28.5% | -7.2% |
| 6M | -48.8% | +28.5% | -77.3% | -18.2% |
| YTD | -49.7% | +25.1% | -74.8% | -22.1% |
| 1Y | -61.4% | +46.3% | -107.7% | -28.3% |
| All | -61.4% | +46.1% | -107.4% | -28.3% |
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 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