+3,822.1%
BTI vs RY
+11,121.0%
-7,299.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.7% |
| 3M | +5.3% | -4.3% | +9.6% | +6.8% |
| 6M | +5.3% | +12.1% | -6.8% | +0.8% |
| YTD | +12.4% | +20.3% | -7.9% | +4.9% |
| 1Y | +18.9% | +41.0% | -22.1% | +5.0% |
| 3Y | +144.0% | +157.5% | -13.5% | +72.8% |
| 5Y | +156.3% | +123.2% | +33.1% | +89.9% |
| 10Y | +115.3% | +365.7% | -250.4% | +23.9% |
| All | +3,822.1% | +11,121.0% | -7,299.0% | +983.3% |
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