-1.5%
NXT vs RY
+40.6%
-42.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.3% | +6.6% | +6.8% |
| 7D | +32.2% | -0.9% | +33.1% | +34.2% |
| 30D | +21.9% | +5.9% | +16.1% | +15.6% |
| 3M | +6.6% | -4.3% | +10.8% | +11.9% |
| 6M | -16.8% | +12.1% | -28.9% | -25.6% |
| YTD | +20.4% | +20.3% | +0.2% | -1.5% |
| 1Y | -1.5% | +41.0% | -42.5% | -43.7% |
| All | -1.5% | +40.6% | -42.1% | -43.7% |
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