-29.6%
RBA vs BWA
+48.6%
-78.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.7% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | -13.0% | -5.6% | -7.4% | -13.1% |
| 3M | -23.1% | -10.7% | -12.4% | -22.7% |
| 6M | -22.6% | +23.2% | -45.8% | -23.0% |
| YTD | -20.4% | +46.0% | -66.4% | -26.0% |
| 1Y | -29.6% | +51.2% | -80.7% | -35.2% |
| All | -29.6% | +48.6% | -78.2% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling