-39.6%
BTDR vs RY
+122.0%
-161.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | -1.3% | +14.6% | +14.5% |
| 7D | -10.4% | -0.9% | -9.5% | -9.5% |
| 30D | -42.2% | +5.9% | -48.0% | -45.1% |
| 3M | -42.8% | -4.3% | -38.6% | -40.1% |
| 6M | -60.2% | +12.1% | -72.3% | -63.9% |
| YTD | -46.3% | +20.3% | -66.6% | -53.7% |
| 1Y | -71.7% | +41.0% | -112.7% | -78.4% |
| 3Y | +54.6% | +157.5% | -102.9% | -9.5% |
| All | -39.6% | +122.0% | -161.6% | -64.3% |
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