+532.2%
BE vs RBA
+45.7%
+486.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.9% | -5.9% | -5.4% |
| 7D | +10.8% | +1.7% | +9.1% | +9.9% |
| 30D | -19.8% | +8.3% | -28.1% | -23.7% |
| 3M | -18.7% | +10.5% | -29.3% | -24.1% |
| 6M | -33.7% | -5.9% | -27.9% | -34.2% |
| YTD | +121.0% | -6.9% | +127.8% | +120.7% |
| 1Y | +85.4% | -4.9% | +90.3% | +82.9% |
| 3Y | +1,709.5% | +64.5% | +1,645.1% | +1,152.1% |
| All | +532.2% | +45.7% | +486.4% | +406.7% |
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 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