+137.7%
RY vs NTRS
+88.8%
+48.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.9% |
| 7D | -2.9% | +0.3% | -3.2% | -3.0% |
| 30D | -2.0% | +0.2% | -2.2% | -2.1% |
| 3M | +4.9% | +13.2% | -8.3% | +0.5% |
| 6M | +26.1% | +36.9% | -10.8% | +12.9% |
| YTD | +22.4% | +39.1% | -16.7% | +8.6% |
| 1Y | +44.7% | +50.4% | -5.7% | +24.8% |
| 3Y | +155.7% | +166.8% | -11.1% | +74.6% |
| 5Y | +137.7% | +92.9% | +44.8% | +77.8% |
| All | +137.7% | +88.8% | +48.9% | +77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling