+72.2%
BTI vs RY
+372.5%
-300.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.4% | -1.0% |
| 7D | -2.4% | -0.5% | -1.9% | -2.2% |
| 30D | -4.8% | -1.9% | -2.9% | -3.9% |
| 3M | -8.1% | +5.1% | -13.2% | -10.7% |
| 6M | -4.2% | +28.2% | -32.4% | -16.1% |
| YTD | -1.3% | +22.9% | -24.2% | -11.7% |
| 1Y | +2.1% | +45.5% | -43.4% | -16.4% |
| 3Y | +108.9% | +156.7% | -47.8% | +23.7% |
| 5Y | +114.5% | +137.7% | -23.2% | +31.0% |
| 10Y | +72.2% | +375.5% | -303.3% | -26.2% |
| All | +72.2% | +372.5% | -300.3% | -26.2% |
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 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