+24.1%
BDX vs RBA
+51.3%
-27.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +1.1% |
| 7D | +8.4% | +2.5% | +5.9% | +7.9% |
| 30D | +17.1% | +11.6% | +5.6% | +14.6% |
| 3M | +22.4% | +1.5% | +20.9% | +21.7% |
| 6M | +45.9% | -6.6% | +52.5% | +46.9% |
| YTD | +43.8% | -6.3% | +50.1% | +43.6% |
| 1Y | +57.8% | -4.0% | +61.8% | +56.6% |
| All | +24.1% | +51.3% | -27.2% | +12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling