-30.2%
NVD vs RY
+46.4%
-76.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.0% | +3.4% | +10.4% |
| 7D | +15.0% | +2.5% | +12.5% | +18.3% |
| 30D | +39.3% | +8.4% | +30.8% | +55.4% |
| 3M | +3.1% | +1.2% | +1.9% | +4.6% |
| 6M | -19.0% | +19.4% | -38.3% | +9.3% |
| YTD | -35.5% | +25.4% | -60.9% | +0.2% |
| 1Y | -30.2% | +46.7% | -76.9% | +16.3% |
| All | -30.2% | +46.4% | -76.6% | +16.3% |
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