+501.5%
NVT vs RY
+261.0%
+240.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.5% |
| 7D | +8.0% | +0.6% | +7.4% | +7.5% |
| 30D | -24.8% | +5.0% | -29.8% | -28.5% |
| 3M | -32.4% | -5.3% | -27.1% | -28.7% |
| 6M | -33.5% | +13.8% | -47.3% | -41.8% |
| YTD | +13.2% | +21.0% | -7.8% | -6.7% |
| 1Y | +9.0% | +40.5% | -31.5% | -22.7% |
| 3Y | +129.4% | +159.7% | -30.3% | -14.4% |
| 5Y | +230.1% | +124.3% | +105.7% | +41.6% |
| All | +501.5% | +261.0% | +240.5% | +62.9% |
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