+2,729.2%
BTI vs RBA
+4,118.8%
-1,389.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.2% |
| 7D | -0.1% | +3.2% | -3.3% | -0.6% |
| 30D | +9.6% | +12.0% | -2.4% | +7.6% |
| 3M | +8.3% | +2.9% | +5.4% | +7.7% |
| 6M | +7.5% | -6.3% | +13.8% | +8.1% |
| YTD | +12.3% | -5.9% | +18.1% | +12.4% |
| 1Y | +16.2% | -3.9% | +20.1% | +15.9% |
| 3Y | +148.0% | +64.9% | +83.1% | +125.2% |
| 5Y | +153.2% | +48.5% | +104.8% | +130.1% |
| 10Y | +128.2% | +211.8% | -83.6% | +78.1% |
| All | +2,729.2% | +4,118.8% | -1,389.7% | +1,679.3% |
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