+127.7%
BP vs RY
+367.8%
-240.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -1.0% |
| 7D | -6.9% | -0.2% | -6.7% | -6.9% |
| 30D | -3.6% | +7.1% | -10.6% | -8.9% |
| 3M | +8.4% | -2.7% | +11.1% | +9.8% |
| 6M | +5.3% | +13.8% | -8.4% | -6.7% |
| YTD | +33.2% | +22.1% | +11.1% | +10.2% |
| 1Y | +28.2% | +43.1% | -14.9% | -7.6% |
| 3Y | +49.2% | +163.6% | -114.4% | -39.9% |
| 5Y | +102.9% | +126.2% | -23.4% | -6.5% |
| 10Y | +127.7% | +358.7% | -231.0% | -31.3% |
| All | +127.7% | +367.8% | -240.1% | -31.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling