+1,030.3%
BDX vs RBA
+3,565.6%
-2,535.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.9% | -1.6% |
| 7D | -2.5% | -2.9% | +0.4% | -2.1% |
| 30D | +8.3% | -12.3% | +20.5% | +10.2% |
| 3M | +24.4% | -20.5% | +44.9% | +28.3% |
| 6M | +9.2% | -18.5% | +27.7% | +12.0% |
| YTD | +22.7% | -18.2% | +40.9% | +25.6% |
| 1Y | +25.9% | -27.5% | +53.4% | +31.1% |
| 3Y | -10.5% | +38.1% | -48.5% | -15.7% |
| 5Y | +1.9% | +44.8% | -42.9% | -6.0% |
| 10Y | +58.7% | +187.1% | -128.4% | +28.8% |
| All | +1,030.3% | +3,565.6% | -2,535.3% | +536.4% |
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 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