+475.0%
BBWI vs RBA
+3,565.6%
-3,090.5%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.7% |
| 7D | +1.5% | -2.9% | +4.4% | +2.5% |
| 30D | -5.2% | -12.3% | +7.1% | -0.9% |
| 3M | +11.1% | -20.5% | +31.6% | +19.6% |
| 6M | -13.4% | -18.5% | +5.2% | -7.7% |
| YTD | +0.1% | -18.2% | +18.3% | +6.1% |
| 1Y | -36.1% | -27.5% | -8.6% | -29.5% |
| 3Y | -44.1% | +38.1% | -82.2% | -51.0% |
| 5Y | -66.2% | +44.8% | -111.0% | -71.7% |
| 10Y | -54.8% | +187.1% | -241.9% | -70.0% |
| All | +475.0% | +3,565.6% | -3,090.5% | +101.2% |
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