-44.0%
BTDR vs RY
+138.6%
-182.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.2% | -8.5% | -8.5% |
| 7D | -6.9% | +0.6% | -7.5% | -7.2% |
| 30D | -31.5% | +5.0% | -36.6% | -34.3% |
| 3M | -36.1% | -5.3% | -30.8% | -32.3% |
| 6M | -57.6% | +13.8% | -71.5% | -61.9% |
| YTD | -50.0% | +21.0% | -71.0% | -56.8% |
| 1Y | -49.6% | +40.5% | -90.1% | -61.1% |
| 3Y | +48.5% | +159.7% | -111.1% | -11.2% |
| 5Y | -43.8% | +124.3% | -168.2% | -66.1% |
| All | -44.0% | +138.6% | -182.6% | -66.0% |
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