+1,463.3%
NVDL vs RY
+134.1%
+1,329.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.6% | +5.3% | +5.1% |
| 7D | -26.2% | -3.0% | -23.2% | -22.9% |
| 30D | -43.2% | +6.3% | -49.5% | -47.2% |
| 3M | -40.5% | -2.6% | -38.0% | -38.3% |
| 6M | -45.4% | +13.9% | -59.4% | -53.5% |
| YTD | -30.5% | +21.7% | -52.1% | -45.2% |
| 1Y | -37.1% | +40.4% | -77.5% | -58.2% |
| 3Y | +318.7% | +161.3% | +157.4% | +52.0% |
| All | +1,463.3% | +134.1% | +1,329.2% | +504.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling