+38.9%
NYT vs RY
+135.2%
-96.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -0.7% | -2.9% | +2.1% | +0.5% |
| 30D | +4.5% | -2.0% | +6.5% | +5.3% |
| 3M | -8.5% | +4.9% | -13.4% | -10.8% |
| 6M | -15.1% | +26.1% | -41.2% | -24.1% |
| YTD | -3.3% | +22.4% | -25.7% | -12.5% |
| 1Y | +17.0% | +44.7% | -27.7% | -2.7% |
| 3Y | +55.7% | +155.7% | -100.0% | -5.1% |
| 5Y | +38.9% | +137.7% | -98.8% | -12.1% |
| All | +38.9% | +135.2% | -96.4% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling