+528.6%
BTSG vs RBA
+58.0%
+470.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.4% | +0.6% | +2.3% |
| 7D | +4.4% | +2.5% | +1.9% | +3.7% |
| 30D | +8.5% | +11.6% | -3.1% | +5.2% |
| 3M | +10.8% | +1.5% | +9.3% | +10.3% |
| 6M | +26.1% | -6.6% | +32.7% | +27.0% |
| YTD | +84.6% | -6.3% | +90.9% | +85.2% |
| 1Y | +108.7% | -4.0% | +112.6% | +107.7% |
| All | +528.6% | +58.0% | +470.6% | +513.4% |
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