+103.9%
BP vs RY
+122.0%
-18.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.2% |
| 7D | -11.6% | -0.9% | -10.7% | -11.4% |
| 30D | 0.0% | +5.9% | -5.8% | -2.9% |
| 3M | +6.7% | -4.3% | +11.0% | +8.6% |
| 6M | +2.2% | +12.1% | -10.0% | -5.3% |
| YTD | +33.0% | +20.3% | +12.7% | +17.7% |
| 1Y | +30.7% | +41.0% | -10.3% | +4.4% |
| 3Y | +44.2% | +157.5% | -113.3% | -27.7% |
| All | +103.9% | +122.0% | -18.1% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling