-10.6%
BA vs RRX
+30.0%
-40.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.6% | +5.8% | +2.6% |
| 7D | +5.9% | +7.6% | -1.7% | +4.7% |
| 30D | -8.2% | +7.5% | -15.7% | -9.2% |
| 3M | -25.4% | -21.0% | -4.3% | -23.2% |
| 6M | -20.0% | -18.1% | -1.9% | -19.0% |
| YTD | -18.5% | +24.3% | -42.8% | -19.6% |
| 1Y | -10.6% | +29.3% | -39.9% | -12.5% |
| All | -10.6% | +30.0% | -40.6% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling