+130.2%
BP vs RY
+360.6%
-230.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.6% |
| 7D | -11.6% | -0.9% | -10.7% | -11.2% |
| 30D | 0.0% | +5.9% | -5.8% | -4.6% |
| 3M | +6.7% | -4.3% | +11.0% | +9.5% |
| 6M | +2.2% | +12.1% | -10.0% | -8.5% |
| YTD | +33.0% | +20.3% | +12.7% | +11.3% |
| 1Y | +30.7% | +41.0% | -10.3% | -4.7% |
| 3Y | +44.2% | +157.5% | -113.3% | -40.8% |
| 5Y | +105.1% | +123.2% | -18.0% | -4.4% |
| All | +130.2% | +360.6% | -230.3% | -29.2% |
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