+1,076.1%
BE vs RBA
+45.3%
+1,030.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.3% | +7.0% | +7.2% |
| 7D | +20.0% | -2.9% | +22.9% | +22.0% |
| 30D | +7.9% | -12.3% | +20.2% | +15.5% |
| 3M | -13.2% | -20.5% | +7.3% | -3.9% |
| 6M | +53.5% | -18.5% | +72.0% | +67.4% |
| YTD | +191.0% | -18.2% | +209.3% | +215.3% |
| 1Y | +360.5% | -27.5% | +388.0% | +440.4% |
| 3Y | +1,568.0% | +38.1% | +1,529.9% | +1,189.9% |
| All | +1,076.1% | +45.3% | +1,030.9% | +715.8% |
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