-55.7%
BBWI vs RBA
+182.6%
-238.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.1% | -2.2% |
| 7D | +1.6% | -1.1% | +2.6% | +2.1% |
| 30D | -6.2% | -13.2% | +7.0% | +0.1% |
| 3M | +4.3% | -21.4% | +25.7% | +15.7% |
| 6M | -7.2% | -20.9% | +13.7% | +2.4% |
| YTD | -3.0% | -19.9% | +16.8% | +5.5% |
| 1Y | -30.8% | -28.7% | -2.1% | -20.5% |
| 3Y | -43.4% | +27.4% | -70.8% | -51.7% |
| 5Y | -66.7% | +41.7% | -108.5% | -74.5% |
| 10Y | -55.7% | +189.6% | -245.3% | -78.9% |
| All | -55.7% | +182.6% | -238.2% | -78.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling