+148.0%
BTI vs RBA
+51.9%
+96.1%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.2% |
| 7D | -0.1% | +3.2% | -3.3% | -0.5% |
| 30D | +9.6% | +12.0% | -2.4% | +8.3% |
| 3M | +8.3% | +2.9% | +5.4% | +7.7% |
| 6M | +7.5% | -6.3% | +13.8% | +7.7% |
| YTD | +12.3% | -5.9% | +18.1% | +12.0% |
| 1Y | +16.2% | -3.9% | +20.1% | +15.6% |
| 3Y | +148.0% | +64.9% | +83.1% | +135.8% |
| All | +148.0% | +51.9% | +96.1% | +135.8% |
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