+9.9%
BTDR vs RBA
+29.1%
-19.2%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.0% | +4.3% | +3.7% |
| 7D | +22.4% | -1.1% | +23.5% | +23.3% |
| 30D | +16.5% | -13.2% | +29.7% | +27.6% |
| 3M | -31.5% | -21.4% | -10.1% | -21.9% |
| 6M | +74.0% | -20.9% | +94.9% | +96.9% |
| YTD | +13.0% | -19.9% | +32.9% | +27.6% |
| 1Y | -0.2% | -28.7% | +28.4% | +22.4% |
| 3Y | +9.9% | +27.4% | -17.5% | +3.1% |
| All | +9.9% | +29.1% | -19.2% | +3.1% |
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 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