+142.2%
BP vs RY
+351.1%
-208.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.0% | +1.0% |
| 7D | +3.8% | +0.6% | +3.2% | +3.3% |
| 30D | -5.3% | +5.0% | -10.3% | -9.2% |
| 3M | +9.3% | -5.3% | +14.6% | +13.1% |
| 6M | +7.2% | +13.8% | -6.6% | -5.1% |
| YTD | +38.0% | +21.0% | +17.1% | +15.0% |
| 1Y | +33.2% | +40.5% | -7.3% | -2.6% |
| 3Y | +50.3% | +159.7% | -109.4% | -38.8% |
| 5Y | +114.1% | +124.3% | -10.2% | -0.7% |
| All | +142.2% | +351.1% | -208.9% | -26.1% |
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