-30.1%
NVTS vs RY
+125.6%
-155.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.2% | -6.2% | -6.1% |
| 7D | +3.9% | +0.6% | +3.4% | +3.3% |
| 30D | -4.3% | +5.0% | -9.4% | -10.6% |
| 3M | -34.5% | -5.3% | -29.2% | -27.8% |
| 6M | -57.7% | +13.8% | -71.6% | -64.8% |
| YTD | +25.4% | +21.0% | +4.4% | -4.8% |
| 1Y | +13.1% | +40.5% | -27.3% | -31.6% |
| 3Y | +48.9% | +159.7% | -110.7% | -62.2% |
| 5Y | -51.8% | +124.3% | -176.1% | -83.4% |
| All | -30.1% | +125.6% | -155.7% | -75.9% |
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 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