-22.5%
BB vs RBA
+37.7%
-60.2%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.3% | +5.7% | +4.8% |
| 7D | +3.8% | +4.3% | -0.5% | +2.6% |
| 30D | -0.3% | +16.3% | -16.7% | -4.6% |
| 3M | -0.5% | +1.3% | -1.8% | -1.1% |
| 6M | +45.9% | -11.1% | +57.0% | +48.9% |
| YTD | +130.6% | -8.5% | +139.1% | +132.5% |
| 1Y | +89.2% | -2.1% | +91.3% | +87.0% |
| 3Y | +137.5% | +44.6% | +92.9% | +107.2% |
| All | -22.5% | +37.7% | -60.2% | -26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling