+123.3%
RY vs BBAI
-77.8%
+201.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -0.9% | -14.6% | +13.7% | -0.7% |
| 30D | +5.9% | -11.6% | +17.4% | +6.0% |
| 3M | -4.3% | -26.2% | +22.0% | -3.9% |
| 6M | +12.1% | -49.2% | +61.3% | +13.0% |
| YTD | +20.3% | -58.9% | +79.2% | +21.4% |
| 1Y | +41.0% | -60.8% | +101.8% | +42.3% |
| 3Y | +157.5% | +51.0% | +106.5% | +152.8% |
| All | +123.3% | -77.8% | +201.1% | +122.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 5y: compounded portfolio wealth divided by compounded BBAI 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…
5y analysis · Full analysis span regression · 6 months rolling