+783.9%
RY vs BTG
+355.9%
+428.0%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +0.7% |
| 7D | -3.0% | +1.4% | -4.3% | -3.1% |
| 30D | +6.3% | -1.1% | +7.4% | +6.2% |
| 3M | -2.6% | +2.5% | -5.1% | -3.0% |
| 6M | +13.9% | -3.1% | +17.0% | +13.6% |
| YTD | +21.7% | +16.3% | +5.4% | +19.1% |
| 1Y | +40.4% | +27.6% | +12.8% | +36.4% |
| 3Y | +161.3% | +89.5% | +71.8% | +143.5% |
| 5Y | +126.5% | +33.6% | +92.9% | +114.3% |
| 10Y | +354.3% | +178.2% | +176.1% | +295.7% |
| All | +783.9% | +355.9% | +428.0% | +490.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling