-29.7%
BTDR vs RY
+140.0%
-169.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.6% | +9.1% | +9.1% |
| 7D | +7.7% | -3.0% | +10.6% | +11.4% |
| 30D | -24.1% | +6.3% | -30.3% | -28.1% |
| 3M | -19.1% | -2.6% | -16.5% | -16.8% |
| 6M | -46.6% | +13.9% | -60.6% | -52.2% |
| YTD | -37.3% | +21.7% | -59.0% | -46.2% |
| 1Y | -53.2% | +40.4% | -93.6% | -63.9% |
| 3Y | +77.1% | +161.3% | -84.2% | +5.1% |
| 5Y | -29.7% | +126.5% | -156.2% | -57.9% |
| All | -29.7% | +140.0% | -169.7% | -57.6% |
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