+3.7%
BTI vs RY
+46.7%
-43.0%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | -1.4% | +2.7% | -4.1% | -2.0% |
| 30D | -7.0% | -1.0% | -6.1% | -6.8% |
| 3M | -6.3% | +7.6% | -14.0% | -9.2% |
| 6M | -2.0% | +29.5% | -31.4% | -12.0% |
| YTD | +0.2% | +24.2% | -24.0% | -8.8% |
| All | +3.7% | +46.7% | -43.0% | -11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling