+192.7%
NXT vs RY
+161.8%
+30.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.4% |
| 7D | -5.7% | -3.0% | -2.7% | -3.5% |
| 30D | +18.5% | +6.3% | +12.3% | +13.8% |
| 3M | -4.1% | -2.6% | -1.5% | -2.1% |
| 6M | -20.3% | +13.9% | -34.3% | -26.8% |
| YTD | +15.5% | +21.7% | -6.2% | +1.4% |
| 1Y | -5.0% | +40.4% | -45.4% | -23.5% |
| All | +192.7% | +161.8% | +30.8% | +21.8% |
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