+1,208.5%
BDX vs RBA
+4,118.8%
-2,910.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | +7.3% | +3.2% | +4.1% | +6.8% |
| 30D | +15.7% | +12.0% | +3.7% | +13.7% |
| 3M | +19.1% | +2.9% | +16.2% | +18.4% |
| 6M | +44.1% | -6.3% | +50.4% | +44.9% |
| YTD | +42.1% | -5.9% | +48.0% | +42.4% |
| 1Y | +52.6% | -3.9% | +56.5% | +52.4% |
| 3Y | +22.6% | +64.9% | -42.3% | +12.6% |
| 5Y | +23.3% | +48.5% | -25.1% | +13.4% |
| 10Y | +84.8% | +211.8% | -127.0% | +48.1% |
| All | +1,208.5% | +4,118.8% | -2,910.4% | +621.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling