-3.4%
BDX vs RBA
+44.6%
-48.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.1% | -2.8% |
| 7D | -4.3% | -1.1% | -3.2% | -4.1% |
| 30D | +1.3% | -13.2% | +14.5% | +3.4% |
| 3M | +20.2% | -21.4% | +41.6% | +24.4% |
| 6M | +8.6% | -20.9% | +29.5% | +12.1% |
| YTD | +19.0% | -19.9% | +38.8% | +22.2% |
| 1Y | +21.2% | -28.7% | +49.8% | +26.6% |
| 3Y | -9.7% | +27.4% | -37.1% | -13.1% |
| 5Y | -3.4% | +41.7% | -45.1% | -8.8% |
| All | -3.4% | +44.6% | -48.0% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling