+23.8%
BTDR vs RY
+146.8%
-123.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +4.6% |
| 7D | +20.0% | +3.1% | +16.8% | +16.8% |
| 30D | +11.9% | -0.3% | +12.3% | +12.2% |
| 3M | -36.9% | +8.7% | -45.6% | -41.4% |
| 6M | +56.5% | +28.5% | +28.0% | +26.6% |
| YTD | +10.4% | +25.1% | -14.7% | -8.1% |
| 1Y | +3.1% | +46.3% | -43.2% | -23.5% |
| 3Y | -2.6% | +154.9% | -157.5% | -43.6% |
| 5Y | +25.2% | +140.3% | -115.1% | -27.4% |
| All | +23.8% | +146.8% | -123.0% | -27.6% |
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 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