+542.5%
BA vs RBA
+3,565.6%
-3,023.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +1.2% | -2.9% | +4.1% | +2.1% |
| 30D | -11.6% | -12.3% | +0.7% | -8.3% |
| 3M | -2.4% | -20.5% | +18.1% | +3.7% |
| 6M | -6.6% | -18.5% | +11.9% | -1.6% |
| YTD | -2.2% | -18.2% | +16.0% | +2.4% |
| 1Y | -8.0% | -27.5% | +19.5% | -0.4% |
| 3Y | -5.0% | +38.1% | -43.1% | -16.1% |
| 5Y | -2.7% | +44.8% | -47.5% | -17.3% |
| 10Y | +75.9% | +187.1% | -111.2% | +19.8% |
| All | +542.5% | +3,565.6% | -3,023.1% | +166.5% |
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