+31.8%
BA vs RBA
+224.6%
-192.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.9% | +1.0% |
| 7D | +1.1% | +4.3% | -3.2% | -0.5% |
| 30D | -7.9% | +16.3% | -24.2% | -13.4% |
| 3M | -25.3% | +1.3% | -26.6% | -26.0% |
| 6M | -24.6% | -11.1% | -13.5% | -22.2% |
| YTD | -20.1% | -8.5% | -11.7% | -19.2% |
| 1Y | -11.8% | -2.1% | -9.6% | -13.3% |
| 3Y | -10.1% | +44.6% | -54.7% | -26.1% |
| 5Y | -22.7% | +36.8% | -59.6% | -36.8% |
| All | +31.8% | +224.6% | -192.8% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling