+47.3%
BDX vs RBA
-5.8%
+53.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.1% | +0.9% |
| 7D | +2.9% | +1.7% | +1.2% | +2.6% |
| 30D | +15.4% | +8.3% | +7.1% | +13.7% |
| 3M | +20.5% | +10.5% | +10.0% | +18.3% |
| 6M | +53.2% | -5.9% | +59.1% | +53.6% |
| YTD | +45.7% | -6.9% | +52.6% | +37.2% |
| 1Y | +47.3% | -4.9% | +52.1% | +36.2% |
| All | +47.3% | -5.8% | +53.1% | +36.2% |
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 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