+11,360.9%
RY vs NTRS
+3,054.9%
+8,306.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.4% |
| 7D | +2.7% | +1.7% | +1.0% | +2.1% |
| 30D | -1.0% | +0.1% | -1.1% | -1.0% |
| 3M | +7.6% | +9.8% | -2.2% | +3.9% |
| 6M | +29.5% | +34.7% | -5.2% | +15.4% |
| YTD | +24.2% | +37.4% | -13.2% | +9.6% |
| 1Y | +46.4% | +48.2% | -1.8% | +25.3% |
| 3Y | +159.4% | +163.5% | -4.1% | +75.2% |
| 5Y | +141.8% | +88.2% | +53.6% | +80.5% |
| 10Y | +373.9% | +246.8% | +127.0% | +169.1% |
| All | +11,360.9% | +3,054.9% | +8,306.1% | +2,641.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling