+2,779.0%
BTI vs RBA
+4,075.0%
-1,296.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.4% | +1.2% |
| 7D | +1.6% | +1.7% | -0.1% | +1.4% |
| 30D | +9.2% | +8.3% | +0.9% | +7.8% |
| 3M | +9.6% | +10.5% | -0.9% | +7.8% |
| 6M | -2.4% | -5.9% | +3.4% | -2.0% |
| YTD | +14.2% | -6.9% | +21.1% | +14.5% |
| 1Y | +20.3% | -4.9% | +25.2% | +20.2% |
| 3Y | +147.4% | +64.5% | +83.0% | +124.7% |
| 5Y | +155.4% | +46.1% | +109.4% | +132.7% |
| 10Y | +127.3% | +208.2% | -80.9% | +77.7% |
| All | +2,779.0% | +4,075.0% | -1,296.0% | +1,713.5% |
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