+29.0%
BB vs RBA
+236.6%
-207.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.4% | +3.1% | +4.8% |
| 7D | +15.0% | +2.5% | +12.5% | +14.2% |
| 30D | +3.5% | +11.6% | -8.1% | +0.2% |
| 3M | +2.7% | +1.5% | +1.2% | +1.9% |
| 6M | +44.7% | -6.6% | +51.4% | +45.8% |
| YTD | +143.3% | -6.3% | +149.5% | +144.0% |
| 1Y | +102.2% | -4.0% | +106.1% | +101.4% |
| 3Y | +156.1% | +47.3% | +108.8% | +122.7% |
| 5Y | -17.6% | +47.7% | -65.3% | -30.2% |
| 10Y | +29.0% | +224.7% | -195.8% | -17.3% |
| All | +29.0% | +236.6% | -207.6% | -17.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling