+808.8%
RY vs BTG
+392.0%
+416.8%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.6% |
| 7D | +3.1% | -0.9% | +4.0% | +3.2% |
| 30D | -0.3% | +36.8% | -37.2% | -2.8% |
| 3M | +8.7% | +23.1% | -14.4% | +6.6% |
| 6M | +28.5% | +3.5% | +25.1% | +27.4% |
| YTD | +25.1% | +25.5% | -0.4% | +21.9% |
| 1Y | +46.3% | +40.1% | +6.2% | +41.0% |
| 3Y | +154.9% | +101.1% | +53.8% | +136.7% |
| 5Y | +140.3% | +70.6% | +69.7% | +123.8% |
| 10Y | +377.0% | +152.1% | +224.9% | +317.4% |
| All | +808.8% | +392.0% | +416.8% | +504.9% |
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