+159.4%
RY vs BTG
+101.2%
+58.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.5% |
| 7D | +2.7% | +4.8% | -2.1% | +2.3% |
| 30D | -1.0% | +8.3% | -9.3% | -1.7% |
| 3M | +7.6% | +32.3% | -24.7% | +4.6% |
| 6M | +29.5% | +3.0% | +26.5% | +28.2% |
| YTD | +24.2% | +21.9% | +2.3% | +20.6% |
| 1Y | +46.4% | +28.2% | +18.2% | +40.6% |
| 3Y | +159.4% | +99.9% | +59.5% | +130.6% |
| All | +159.4% | +101.2% | +58.2% | +130.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling