-43.9%
BTDR vs RBA
+45.7%
-89.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.9% | -9.6% | -9.0% |
| 7D | -6.9% | +1.7% | -8.6% | -7.4% |
| 30D | -31.5% | +8.3% | -39.9% | -33.6% |
| 3M | -36.1% | +10.5% | -46.6% | -38.7% |
| 6M | -57.6% | -5.9% | -51.8% | -57.4% |
| YTD | -50.0% | -6.9% | -43.2% | -49.1% |
| 1Y | -49.6% | -4.9% | -44.7% | -49.1% |
| 3Y | +48.5% | +64.5% | -15.9% | +43.6% |
| All | -43.9% | +45.7% | -89.7% | -45.9% |
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