+452.1%
BTSG vs RBA
+37.8%
+414.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.5% | -1.2% |
| 7D | +2.7% | -2.9% | +5.6% | +3.6% |
| 30D | -3.6% | -12.3% | +8.7% | +0.1% |
| 3M | +5.8% | -20.5% | +26.3% | +11.8% |
| 6M | +44.7% | -18.5% | +63.3% | +51.4% |
| YTD | +62.2% | -18.2% | +80.4% | +69.1% |
| 1Y | +152.1% | -27.5% | +179.6% | +172.8% |
| All | +452.1% | +37.8% | +414.3% | +460.1% |
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