+883.7%
BAH vs RBA
+479.6%
+404.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | -3.2% | -2.9% | -0.3% | -2.6% |
| 30D | +2.0% | -12.3% | +14.3% | +4.8% |
| 3M | -7.6% | -20.5% | +12.9% | -3.4% |
| 6M | -5.7% | -18.5% | +12.9% | -2.1% |
| YTD | -11.7% | -18.2% | +6.5% | -8.5% |
| 1Y | -27.4% | -27.5% | +0.1% | -22.8% |
| 3Y | -32.5% | +38.1% | -70.6% | -38.2% |
| 5Y | -3.3% | +44.8% | -48.1% | -14.3% |
| 10Y | +186.0% | +187.1% | -1.1% | +108.8% |
| All | +883.7% | +479.6% | +404.1% | +425.8% |
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