+55.6%
NYT vs RY
+154.7%
-99.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -0.7% | -2.9% | +2.1% | +0.1% |
| 30D | +4.5% | -2.0% | +6.5% | +5.0% |
| 3M | -8.5% | +4.9% | -13.4% | -10.2% |
| 6M | -15.1% | +26.1% | -41.2% | -21.9% |
| YTD | -3.3% | +22.4% | -25.7% | -10.2% |
| 1Y | +17.0% | +44.7% | -27.7% | +1.8% |
| All | +55.6% | +154.7% | -99.1% | +6.2% |
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