+141.2%
NVO vs RY
+377.5%
-236.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -7.4% | -2.9% | -4.5% | -6.4% |
| 30D | -5.5% | -2.0% | -3.5% | -4.8% |
| 3M | +4.1% | +4.9% | -0.7% | +2.3% |
| 6M | +19.3% | +26.1% | -6.8% | +9.7% |
| YTD | -9.2% | +22.4% | -31.6% | -15.6% |
| 1Y | -15.0% | +44.7% | -59.8% | -25.5% |
| 3Y | -50.9% | +155.7% | -206.5% | -64.1% |
| 5Y | -0.9% | +137.7% | -138.5% | -26.8% |
| All | +141.2% | +377.5% | -236.3% | +47.7% |
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 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