-99.2%
NVD vs RY
+156.8%
-256.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -2.3% |
| 7D | -11.1% | +3.1% | -14.2% | -7.1% |
| 30D | -13.3% | -0.3% | -12.9% | -13.3% |
| 3M | -19.8% | +8.7% | -28.5% | -9.1% |
| 6M | -48.8% | +28.5% | -77.3% | -25.3% |
| YTD | -49.7% | +25.1% | -74.8% | -28.5% |
| 1Y | -61.4% | +46.3% | -107.7% | -32.4% |
| 3Y | -99.1% | +154.9% | -254.1% | -97.1% |
| All | -99.2% | +156.8% | -256.0% | -97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling