+46.7%
BDX vs RBA
-4.0%
+50.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | +7.3% | +3.2% | +4.1% | +6.7% |
| 30D | +15.7% | +12.0% | +3.7% | +13.4% |
| 3M | +19.1% | +2.9% | +16.2% | +18.0% |
| 6M | +44.1% | -6.3% | +50.4% | +44.6% |
| YTD | +42.1% | -5.9% | +48.0% | +33.9% |
| All | +46.7% | -4.0% | +50.7% | +35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling