-43.7%
BBWI vs RBA
+236.6%
-280.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +0.8% |
| 7D | -6.2% | +2.5% | -8.7% | -7.2% |
| 30D | +25.5% | +11.6% | +13.9% | +19.3% |
| 3M | +8.0% | +1.5% | +6.5% | +7.0% |
| 6M | +12.7% | -6.6% | +19.3% | +15.2% |
| YTD | +11.6% | -6.3% | +17.9% | +12.8% |
| 1Y | -0.9% | -4.0% | +3.1% | -0.7% |
| 3Y | -22.7% | +47.3% | -70.0% | -38.3% |
| 5Y | -67.2% | +47.7% | -114.8% | -74.9% |
| 10Y | -43.7% | +224.7% | -268.4% | -74.1% |
| All | -43.7% | +236.6% | -280.3% | -74.1% |
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