+171.9%
RY vs BBAI
-70.8%
+242.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.7% |
| 7D | +3.1% | -4.3% | +7.4% | +3.2% |
| 30D | -0.3% | -3.6% | +3.3% | -0.3% |
| 3M | +8.7% | -38.8% | +47.4% | +9.3% |
| 6M | +28.5% | -23.8% | +52.3% | +28.8% |
| YTD | +25.1% | -45.9% | +71.0% | +25.8% |
| 1Y | +46.3% | -40.8% | +87.1% | +46.7% |
| 3Y | +154.9% | +69.8% | +85.2% | +149.6% |
| 5Y | +140.3% | -70.3% | +210.6% | +140.2% |
| All | +171.9% | -70.8% | +242.7% | +171.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling