+177.4%
NXT vs RY
+124.9%
+52.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.7% |
| 7D | -1.1% | +3.1% | -4.2% | -3.3% |
| 30D | -15.3% | -0.3% | -15.0% | -15.2% |
| 3M | -43.8% | +8.7% | -52.4% | -47.0% |
| 6M | -18.7% | +28.5% | -47.2% | -31.9% |
| YTD | -3.0% | +25.1% | -28.1% | -17.3% |
| 1Y | +22.7% | +46.3% | -23.6% | -5.7% |
| 3Y | +95.9% | +154.9% | -59.0% | -7.0% |
| All | +177.4% | +124.9% | +52.5% | +36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling