+105.1%
BTI vs RBA
+26.3%
+78.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | -2.4% | -1.9% | -0.5% | -2.2% |
| 30D | -4.8% | -13.0% | +8.2% | -3.5% |
| 3M | -8.1% | -23.1% | +15.0% | -5.8% |
| 6M | -4.2% | -22.6% | +18.4% | -2.0% |
| YTD | -1.3% | -20.4% | +19.1% | +0.4% |
| 1Y | +2.1% | -29.6% | +31.7% | +5.4% |
| All | +105.1% | +26.3% | +78.8% | +94.9% |
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 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