+22.7%
NXT vs RY
+46.1%
-23.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.9% |
| 7D | -1.1% | +3.1% | -4.2% | -4.1% |
| 30D | -15.3% | -0.3% | -15.0% | -15.1% |
| 3M | -43.8% | +8.7% | -52.4% | -48.3% |
| 6M | -18.7% | +28.5% | -47.2% | -37.6% |
| YTD | -3.0% | +25.1% | -28.1% | -23.4% |
| 1Y | +22.7% | +46.3% | -23.6% | -21.0% |
| All | +22.7% | +46.1% | -23.3% | -21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling