+2,434.3%
BTI vs RBA
+3,565.6%
-1,131.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -1.4% | -2.9% | +1.5% | -0.9% |
| 30D | -6.6% | -12.3% | +5.7% | -4.8% |
| 3M | -3.0% | -20.5% | +17.5% | +0.2% |
| 6M | -6.7% | -18.5% | +11.9% | -4.1% |
| YTD | +0.6% | -18.2% | +18.8% | +2.9% |
| 1Y | +5.6% | -27.5% | +33.1% | +10.0% |
| 3Y | +110.3% | +38.1% | +72.2% | +96.2% |
| 5Y | +114.3% | +44.8% | +69.5% | +95.2% |
| 10Y | +67.7% | +187.1% | -119.5% | +32.5% |
| All | +2,434.3% | +3,565.6% | -1,131.2% | +1,530.1% |
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