+773.6%
RY vs BTG
+375.3%
+398.3%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.5% | -3.7% | -1.5% |
| 7D | -0.9% | +17.4% | -18.3% | -2.1% |
| 30D | +5.9% | +8.0% | -2.1% | +5.2% |
| 3M | -4.3% | +32.5% | -36.8% | -6.5% |
| 6M | +12.1% | +21.6% | -9.5% | +9.8% |
| YTD | +20.3% | +21.2% | -1.0% | +17.3% |
| 1Y | +41.0% | +43.9% | -2.9% | +35.8% |
| 3Y | +157.5% | +78.6% | +78.9% | +140.9% |
| 5Y | +123.2% | +48.8% | +74.4% | +109.6% |
| 10Y | +365.7% | +136.8% | +228.9% | +309.7% |
| All | +773.6% | +375.3% | +398.3% | +482.1% |
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