+23.8%
BTDR vs RBA
+54.6%
-30.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.8% |
| 7D | +20.0% | -2.9% | +22.9% | +21.2% |
| 30D | +11.9% | -12.3% | +24.2% | +17.1% |
| 3M | -36.9% | -20.5% | -16.4% | -32.4% |
| 6M | +56.5% | -18.5% | +75.1% | +66.3% |
| YTD | +10.4% | -18.2% | +28.7% | +18.1% |
| 1Y | +3.1% | -27.5% | +30.6% | +14.1% |
| 3Y | -2.6% | +38.1% | -40.7% | -1.1% |
| 5Y | +25.2% | +44.8% | -19.6% | +27.2% |
| All | +23.8% | +54.6% | -30.8% | +25.9% |
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 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