-29.7%
BTDR vs RBA
+77.1%
-106.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.5% | +10.2% | +9.8% |
| 7D | +7.7% | +0.6% | +7.0% | +7.5% |
| 30D | -24.1% | +9.0% | -33.0% | -26.4% |
| 3M | -19.1% | +7.2% | -26.3% | -21.5% |
| 6M | -46.6% | -7.8% | -38.9% | -46.0% |
| YTD | -37.3% | -6.4% | -30.9% | -36.3% |
| 1Y | -53.2% | -4.2% | -49.0% | -52.8% |
| 3Y | +77.1% | +64.1% | +13.0% | +71.4% |
| 5Y | -29.7% | +48.4% | -78.1% | -32.1% |
| All | -29.7% | +77.1% | -106.8% | -32.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling