+540.1%
BBWI vs RBA
+4,097.8%
-3,557.7%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | -7.7% | +0.6% | -8.3% | -7.9% |
| 30D | +24.8% | +9.0% | +15.8% | +21.2% |
| 3M | +16.2% | +7.2% | +9.1% | +13.4% |
| 6M | +15.8% | -7.8% | +23.6% | +18.4% |
| YTD | +11.4% | -6.4% | +17.8% | +12.7% |
| 1Y | +3.2% | -4.2% | +7.4% | +3.8% |
| 3Y | -23.5% | +64.1% | -87.6% | -36.6% |
| 5Y | -67.4% | +48.4% | -115.8% | -72.8% |
| 10Y | -46.0% | +209.9% | -255.9% | -65.2% |
| All | +540.1% | +4,097.8% | -3,557.7% | +113.8% |
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