-39.9%
BTDR vs RY
+137.2%
-177.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -45.0% |
| 3M | -42.8% | -4.3% | -38.6% | -40.2% |
| 6M | -60.2% | +12.1% | -72.3% | -63.8% |
| YTD | -46.3% | +20.3% | -66.6% | -53.5% |
| 1Y | -71.7% | +41.0% | -112.7% | -78.2% |
| 3Y | +54.6% | +157.5% | -102.9% | -7.3% |
| 5Y | -39.5% | +123.2% | -162.7% | -63.4% |
| All | -39.9% | +137.2% | -177.0% | -63.3% |
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 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