+33.2%
BE vs RBA
-3.8%
+37.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.8% | -4.4% |
| 7D | -13.4% | +3.2% | -16.6% | -13.9% |
| 30D | -33.9% | +12.0% | -45.9% | -35.4% |
| 3M | -12.0% | +2.9% | -14.9% | -11.5% |
| 6M | -29.0% | -6.3% | -22.7% | -30.1% |
| YTD | +113.4% | -5.9% | +119.3% | +86.5% |
| 1Y | +33.2% | -3.9% | +37.1% | +17.8% |
| All | +33.2% | -3.8% | +37.0% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling