+1,266.3%
NVDL vs RY
+132.7%
+1,133.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.8% |
| 7D | -24.8% | +0.6% | -25.4% | -25.3% |
| 30D | -48.0% | +5.0% | -53.1% | -51.0% |
| 3M | -51.5% | -5.3% | -46.2% | -47.9% |
| 6M | -54.9% | +13.8% | -68.8% | -61.5% |
| YTD | -39.2% | +21.0% | -60.2% | -51.7% |
| 1Y | -41.1% | +40.5% | -81.6% | -60.9% |
| 3Y | +262.9% | +159.7% | +103.3% | +32.9% |
| All | +1,266.3% | +132.7% | +1,133.6% | +432.8% |
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