+374.0%
RY vs BTG
+158.3%
+215.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.2% |
| 7D | -2.9% | -5.5% | +2.6% | -2.4% |
| 30D | -2.0% | +6.1% | -8.1% | -2.6% |
| 3M | +4.9% | +38.6% | -33.8% | +1.7% |
| 6M | +26.1% | +0.7% | +25.5% | +25.2% |
| YTD | +22.4% | +20.3% | +2.0% | +19.3% |
| 1Y | +44.7% | +25.0% | +19.7% | +40.2% |
| 3Y | +155.7% | +97.3% | +58.4% | +135.5% |
| 5Y | +137.7% | +78.3% | +59.3% | +119.0% |
| All | +374.0% | +158.3% | +215.7% | +327.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BTG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling