-43.3%
BBWI vs RBA
+36.9%
-80.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.7% |
| 7D | +1.5% | -2.9% | +4.4% | +2.6% |
| 30D | -5.2% | -12.3% | +7.1% | -0.6% |
| 3M | +11.1% | -20.5% | +31.6% | +20.0% |
| 6M | -13.4% | -18.5% | +5.2% | -7.3% |
| YTD | +0.1% | -18.2% | +18.3% | +6.0% |
| 1Y | -36.1% | -27.5% | -8.6% | -29.8% |
| All | -43.3% | +36.9% | -80.3% | -47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling