-6.3%
NVTS vs RY
+131.6%
-137.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.4% | +2.9% |
| 7D | +9.7% | +2.7% | +7.0% | +5.0% |
| 30D | -13.6% | -1.0% | -12.6% | -12.2% |
| 3M | -51.0% | +7.6% | -58.6% | -56.4% |
| 6M | +46.3% | +29.5% | +16.9% | -2.2% |
| YTD | +68.1% | +24.2% | +43.9% | +21.0% |
| 1Y | +113.9% | +46.4% | +67.5% | +21.2% |
| 3Y | +45.3% | +159.4% | -114.1% | -63.6% |
| All | -6.3% | +131.6% | -137.8% | -69.4% |
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