+16.5%
NYT vs RY
+46.4%
-29.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -4.0% | -1.0% |
| 7D | -3.9% | +2.5% | -6.3% | -4.0% |
| 30D | +4.3% | +8.4% | -4.2% | +3.9% |
| 3M | -11.7% | +1.2% | -13.0% | -11.8% |
| 6M | -14.4% | +19.4% | -33.8% | -16.4% |
| YTD | -3.0% | +25.4% | -28.5% | -5.8% |
| 1Y | +16.5% | +46.7% | -30.1% | +13.8% |
| All | +16.5% | +46.4% | -29.9% | +13.8% |
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 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