-10.1%
BA vs RRX
+63.4%
-73.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -4.9% | -0.7% |
| 7D | +1.1% | +7.5% | -6.4% | -1.0% |
| 30D | -7.9% | +3.0% | -10.9% | -9.0% |
| 3M | -25.3% | -5.3% | -20.0% | -24.8% |
| 6M | -24.6% | -26.6% | +2.1% | -20.3% |
| YTD | -20.1% | +21.2% | -41.3% | -27.7% |
| 1Y | -11.8% | +25.9% | -37.7% | -21.4% |
| 3Y | -10.1% | +71.7% | -81.8% | -25.7% |
| All | -10.1% | +63.4% | -73.5% | -25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling