-35.9%
BTDR vs RY
+138.7%
-174.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.6% | +5.9% | +6.0% |
| 7D | -7.4% | -0.6% | -6.8% | -6.6% |
| 30D | -33.4% | +6.1% | -39.6% | -36.9% |
| 3M | -26.3% | -3.4% | -22.9% | -23.6% |
| 6M | -52.4% | +12.8% | -65.2% | -57.0% |
| YTD | -42.8% | +21.0% | -63.8% | -50.7% |
| 1Y | -63.7% | +40.5% | -104.1% | -72.0% |
| 3Y | +61.5% | +159.9% | -98.4% | -3.7% |
| 5Y | -35.6% | +125.0% | -160.6% | -61.3% |
| All | -35.9% | +138.7% | -174.6% | -61.1% |
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