+2,490.2%
NVDL vs RY
+135.4%
+2,354.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.1% |
| 7D | -10.3% | -2.2% | -8.1% | -7.7% |
| 30D | -7.1% | -3.6% | -3.6% | -2.7% |
| 3M | +6.6% | +3.9% | +2.6% | +1.7% |
| 6M | +21.1% | +26.4% | -5.3% | -9.5% |
| YTD | +15.2% | +22.3% | -7.1% | -9.9% |
| 1Y | +18.8% | +43.7% | -24.9% | -23.3% |
| 3Y | +649.9% | +154.0% | +495.9% | +178.8% |
| All | +2,490.2% | +135.4% | +2,354.8% | +893.2% |
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 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