+373.8%
RY vs NTRS
+259.9%
+113.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.5% |
| 7D | -2.2% | +1.4% | -3.6% | -2.8% |
| 30D | -3.6% | -0.7% | -2.9% | -3.3% |
| 3M | +3.9% | +11.3% | -7.4% | -0.5% |
| 6M | +26.4% | +35.5% | -9.1% | +11.4% |
| YTD | +22.3% | +40.6% | -18.3% | +5.9% |
| 1Y | +43.7% | +49.2% | -5.5% | +21.1% |
| 3Y | +154.0% | +167.2% | -13.3% | +63.7% |
| 5Y | +137.6% | +94.9% | +42.6% | +69.9% |
| All | +373.8% | +259.9% | +113.9% | +148.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling