+435.8%
BA vs RBA
+4,072.3%
-3,636.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.1% | +0.1% | +1.5% |
| 7D | +5.9% | +12.7% | -6.8% | +2.2% |
| 30D | -8.2% | +15.5% | -23.7% | -12.2% |
| 3M | -25.4% | -14.0% | -11.3% | -22.5% |
| 6M | -20.0% | -8.8% | -11.2% | -18.6% |
| YTD | -18.5% | -6.9% | -11.6% | -18.0% |
| 1Y | -10.6% | -3.0% | -7.6% | -11.3% |
| 3Y | -9.3% | +44.2% | -53.5% | -20.9% |
| 5Y | -16.9% | +50.6% | -67.5% | -30.2% |
| 10Y | +37.9% | +232.8% | -194.9% | -10.1% |
| All | +435.8% | +4,072.3% | -3,636.6% | +113.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling