+44.0%
NVTS vs RY
+155.6%
-111.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.3% | +10.8% | +11.7% |
| 7D | +1.5% | -0.9% | +2.4% | +3.8% |
| 30D | -23.8% | +5.9% | -29.7% | -30.2% |
| 3M | -30.6% | -4.3% | -26.3% | -24.6% |
| 6M | -48.4% | +12.1% | -60.5% | -57.0% |
| YTD | +20.6% | +20.3% | +0.3% | -10.4% |
| 1Y | -2.5% | +41.0% | -43.6% | -43.9% |
| 3Y | +44.0% | +157.5% | -113.6% | -61.3% |
| All | +44.0% | +155.6% | -111.6% | -61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling