-9.7%
BDX vs RBA
+29.1%
-38.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.1% | -2.7% |
| 7D | -4.3% | -1.1% | -3.2% | -4.1% |
| 30D | +1.3% | -13.2% | +14.5% | +3.7% |
| 3M | +20.2% | -21.4% | +41.6% | +24.9% |
| 6M | +8.6% | -20.9% | +29.5% | +12.5% |
| YTD | +19.0% | -19.9% | +38.8% | +22.4% |
| 1Y | +21.2% | -28.7% | +49.8% | +27.3% |
| 3Y | -9.7% | +27.4% | -37.1% | -13.0% |
| All | -9.7% | +29.1% | -38.8% | -13.0% |
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 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