+37.5%
NVTS vs RY
+154.9%
-117.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +7.0% | +7.4% |
| 7D | +2.7% | +3.1% | -0.4% | -2.4% |
| 30D | -4.5% | -0.3% | -4.1% | -3.9% |
| 3M | -61.5% | +8.7% | -70.2% | -66.3% |
| 6M | +28.0% | +28.5% | -0.6% | -14.6% |
| YTD | +65.3% | +25.1% | +40.2% | +16.1% |
| 1Y | +113.0% | +46.3% | +66.7% | +18.9% |
| All | +37.5% | +154.9% | -117.3% | -62.3% |
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