+157.0%
BTI vs RY
+122.0%
+35.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.2% | -3.0% |
| 7D | -1.0% | -0.9% | -0.1% | -0.7% |
| 30D | +13.0% | +5.9% | +7.1% | +10.5% |
| 3M | +5.3% | -4.3% | +9.6% | +7.0% |
| 6M | +5.3% | +12.1% | -6.8% | -0.2% |
| YTD | +12.4% | +20.3% | -7.9% | +3.3% |
| 1Y | +18.9% | +41.0% | -22.1% | +2.1% |
| 3Y | +144.0% | +157.5% | -13.5% | +54.7% |
| All | +157.0% | +122.0% | +35.0% | +75.6% |
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 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