+23.3%
BTDR vs RY
+142.3%
-119.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.6% | -1.7% |
| 7D | +14.8% | -0.5% | +15.3% | +15.5% |
| 30D | +41.8% | -1.9% | +43.7% | +44.2% |
| 3M | -29.2% | +5.1% | -34.3% | -32.1% |
| 6M | +66.2% | +28.2% | +38.0% | +35.0% |
| YTD | +10.0% | +22.9% | -12.9% | -6.9% |
| 1Y | -11.0% | +45.5% | -56.5% | -33.3% |
| 3Y | +6.9% | +156.7% | -149.8% | -37.0% |
| 5Y | +24.7% | +137.7% | -113.0% | -26.3% |
| All | +23.3% | +142.3% | -119.0% | -26.7% |
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