+137.5%
BB vs RBA
+42.3%
+95.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.3% | +5.7% | +4.7% |
| 7D | +3.8% | +4.3% | -0.5% | +2.8% |
| 30D | -0.3% | +16.3% | -16.7% | -4.0% |
| 3M | -0.5% | +1.3% | -1.8% | -0.9% |
| 6M | +45.9% | -11.1% | +57.0% | +48.6% |
| YTD | +130.6% | -8.5% | +139.1% | +132.1% |
| 1Y | +89.2% | -2.1% | +91.3% | +87.2% |
| 3Y | +137.5% | +44.6% | +92.9% | +118.2% |
| All | +137.5% | +42.3% | +95.2% | +118.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling