-59.5%
NVD vs RY
+45.1%
-104.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +0.3% |
| 7D | +0.5% | -0.5% | +1.0% | -0.1% |
| 30D | -9.3% | -1.9% | -7.4% | -11.5% |
| 3M | -22.1% | +5.1% | -27.2% | -14.5% |
| 6M | -45.8% | +28.2% | -74.0% | -14.1% |
| YTD | -46.7% | +22.9% | -69.6% | -19.9% |
| 1Y | -59.5% | +45.5% | -104.9% | -26.7% |
| All | -59.5% | +45.1% | -104.6% | -26.7% |
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