+1,053.3%
BAH vs RBA
+548.8%
+504.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.1% | -4.2% |
| 7D | -3.5% | +4.3% | -7.8% | -4.4% |
| 30D | +24.3% | +16.3% | +7.9% | +20.2% |
| 3M | +16.3% | +1.3% | +15.0% | +15.8% |
| 6M | +13.6% | -11.1% | +24.7% | +15.8% |
| YTD | +3.5% | -8.5% | +12.0% | +4.7% |
| 1Y | +2.7% | -2.1% | +4.8% | +2.4% |
| 3Y | -26.6% | +44.6% | -71.1% | -33.4% |
| 5Y | +8.5% | +36.8% | -28.3% | -2.3% |
| 10Y | +225.1% | +227.3% | -2.2% | +130.7% |
| All | +1,053.3% | +548.8% | +504.5% | +501.2% |
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