-33.9%
BTDR vs RY
+140.7%
-174.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.5% | +8.4% | +8.5% |
| 7D | +7.1% | -0.2% | +7.3% | +7.6% |
| 30D | -31.4% | +7.1% | -38.4% | -35.4% |
| 3M | -39.2% | -2.7% | -36.6% | -37.4% |
| 6M | -50.9% | +13.8% | -64.7% | -56.0% |
| YTD | -41.0% | +22.1% | -63.1% | -49.5% |
| 1Y | -69.9% | +43.1% | -113.0% | -77.2% |
| 3Y | +87.3% | +163.6% | -76.4% | +10.8% |
| 5Y | -33.6% | +126.2% | -159.9% | -60.4% |
| All | -33.9% | +140.7% | -174.6% | -60.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling