+135.7%
BP vs RY
+355.6%
-219.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +1.0% | +1.1% |
| 7D | -0.8% | -3.0% | +2.2% | +1.6% |
| 30D | -3.1% | +6.3% | -9.4% | -7.9% |
| 3M | +6.2% | -2.6% | +8.7% | +7.5% |
| 6M | +4.8% | +13.9% | -9.1% | -7.3% |
| YTD | +35.2% | +21.7% | +13.5% | +12.1% |
| 1Y | +27.4% | +40.4% | -13.0% | -6.7% |
| 3Y | +49.8% | +161.3% | -111.6% | -39.3% |
| 5Y | +109.4% | +126.5% | -17.1% | -3.6% |
| 10Y | +135.7% | +354.3% | -218.7% | -28.0% |
| All | +135.7% | +355.6% | -219.9% | -28.0% |
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