+593.0%
BE vs RBA
+236.3%
+356.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.3% | +4.7% | +4.4% |
| 7D | -14.7% | +4.3% | -19.0% | -17.6% |
| 30D | -40.5% | +16.3% | -56.8% | -47.7% |
| 3M | -24.3% | +1.3% | -25.7% | -27.0% |
| 6M | -39.3% | -11.1% | -28.3% | -37.2% |
| YTD | +99.4% | -8.5% | +107.8% | +100.0% |
| 1Y | +26.6% | -2.1% | +28.7% | +20.3% |
| 3Y | +1,616.9% | +44.6% | +1,572.4% | +1,036.1% |
| 5Y | +441.4% | +36.8% | +404.5% | +259.6% |
| All | +593.0% | +236.3% | +356.6% | +17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling