+707.7%
BE vs RBA
+239.0%
+468.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -2.5% |
| 7D | +20.5% | -0.5% | +21.1% | +21.1% |
| 30D | -23.4% | +6.8% | -30.2% | -27.7% |
| 3M | -14.9% | +9.5% | -24.3% | -22.0% |
| 6M | -28.1% | -8.2% | -19.8% | -27.5% |
| YTD | +132.4% | -7.7% | +140.1% | +132.0% |
| 1Y | +59.4% | -6.9% | +66.3% | +58.5% |
| 3Y | +1,815.8% | +61.6% | +1,754.2% | +1,058.9% |
| 5Y | +491.3% | +44.7% | +446.6% | +274.7% |
| All | +707.7% | +239.0% | +468.7% | +36.6% |
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