+1,008.9%
BE vs RBA
+194.5%
+814.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -2.0% | +11.6% | +11.1% |
| 7D | +29.8% | -1.1% | +30.8% | +30.7% |
| 30D | +26.4% | -13.2% | +39.6% | +39.1% |
| 3M | +9.3% | -21.4% | +30.7% | +25.7% |
| 6M | +105.1% | -20.9% | +125.9% | +134.3% |
| YTD | +219.0% | -19.9% | +238.9% | +258.5% |
| 1Y | +418.8% | -28.7% | +447.4% | +542.3% |
| 3Y | +1,784.6% | +27.4% | +1,757.2% | +1,290.6% |
| 5Y | +1,251.0% | +41.7% | +1,209.2% | +740.0% |
| All | +1,008.9% | +194.5% | +814.4% | +111.1% |
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