-0.9%
BA vs RBA
+45.3%
-46.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +1.2% | -2.9% | +4.1% | +2.0% |
| 30D | -11.6% | -12.3% | +0.7% | -8.4% |
| 3M | -2.4% | -20.5% | +18.1% | +3.2% |
| 6M | -6.6% | -18.5% | +11.9% | -2.1% |
| YTD | -2.2% | -18.2% | +16.0% | +1.8% |
| 1Y | -8.0% | -27.5% | +19.5% | -0.8% |
| 3Y | -5.0% | +38.1% | -43.1% | -14.9% |
| All | -0.9% | +45.3% | -46.2% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling