+46.3%
RY vs NTRS
+46.5%
-0.2%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +3.1% | -0.1% | +3.2% | +3.1% |
| 30D | -0.3% | +1.2% | -1.5% | -0.6% |
| 3M | +8.7% | +8.3% | +0.3% | +6.5% |
| 6M | +28.5% | +30.0% | -1.4% | +19.8% |
| YTD | +25.1% | +38.0% | -12.9% | +14.5% |
| 1Y | +46.3% | +47.4% | -1.1% | +32.0% |
| All | +46.3% | +46.5% | -0.2% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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