+3,409.2%
BTI vs RY
+11,573.6%
-8,164.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -1.4% | +3.1% | -4.5% | -2.5% |
| 30D | -6.6% | -0.3% | -6.3% | -6.6% |
| 3M | -3.0% | +8.7% | -11.7% | -6.0% |
| 6M | -6.7% | +28.5% | -35.2% | -14.8% |
| YTD | +0.6% | +25.1% | -24.6% | -7.4% |
| 1Y | +5.6% | +46.3% | -40.7% | -8.0% |
| 3Y | +110.3% | +154.9% | -44.6% | +49.5% |
| 5Y | +114.3% | +140.3% | -26.0% | +54.8% |
| 10Y | +67.7% | +377.0% | -309.4% | -4.3% |
| All | +3,409.2% | +11,573.6% | -8,164.4% | +856.5% |
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