+675.5%
BE vs RBA
+244.4%
+431.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.4% | +9.5% | +10.1% |
| 7D | -1.2% | +2.5% | -3.7% | -3.0% |
| 30D | -30.9% | +11.6% | -42.4% | -36.9% |
| 3M | -11.6% | +1.5% | -13.1% | -14.5% |
| 6M | -25.7% | -6.6% | -19.1% | -26.0% |
| YTD | +123.1% | -6.3% | +129.4% | +120.2% |
| 1Y | +43.4% | -4.0% | +47.3% | +39.2% |
| 3Y | +1,683.6% | +47.3% | +1,636.4% | +1,066.1% |
| 5Y | +465.4% | +47.7% | +417.8% | +252.6% |
| All | +675.5% | +244.4% | +431.1% | +29.7% |
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