-21.9%
BA vs RBA
+47.6%
-69.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -1.2% |
| 7D | -1.7% | +2.5% | -4.2% | -2.4% |
| 30D | -9.5% | +11.6% | -21.0% | -12.3% |
| 3M | -26.5% | +1.5% | -28.0% | -27.0% |
| 6M | -27.4% | -6.6% | -20.7% | -26.7% |
| YTD | -20.6% | -6.3% | -14.3% | -20.5% |
| 1Y | -11.4% | -4.0% | -7.5% | -12.0% |
| 3Y | -10.8% | +47.3% | -58.1% | -21.2% |
| 5Y | -21.9% | +47.7% | -69.6% | -23.1% |
| All | -21.9% | +47.6% | -69.5% | -23.1% |
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