+23.1%
BDX vs RBA
-29.1%
+52.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | -3.6% | -1.9% | -1.7% | -3.3% |
| 30D | +0.7% | -13.0% | +13.7% | +2.7% |
| 3M | +19.0% | -23.1% | +42.1% | +23.6% |
| 6M | +10.8% | -22.6% | +33.4% | +14.5% |
| YTD | +20.1% | -20.4% | +40.5% | +21.1% |
| 1Y | +23.1% | -29.6% | +52.6% | +28.0% |
| All | +23.1% | -29.1% | +52.1% | +28.0% |
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