+113.6%
BTI vs RY
+140.3%
-26.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | -1.4% | +2.7% | -4.1% | -2.4% |
| 30D | -7.0% | -1.0% | -6.1% | -6.7% |
| 3M | -6.3% | +7.6% | -14.0% | -9.4% |
| 6M | -2.0% | +29.5% | -31.4% | -12.5% |
| YTD | +0.2% | +24.2% | -24.0% | -9.0% |
| 1Y | +3.8% | +46.4% | -42.6% | -12.2% |
| 3Y | +112.1% | +159.4% | -47.3% | +34.6% |
| 5Y | +113.6% | +141.8% | -28.2% | +41.2% |
| All | +113.6% | +140.3% | -26.7% | +41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling