+53.4%
BHP vs RBA
-2.0%
+55.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.5% | +2.4% |
| 7D | -2.5% | +12.7% | -15.2% | -3.3% |
| 30D | -7.7% | +15.5% | -23.2% | -8.6% |
| 3M | -6.4% | -14.0% | +7.7% | -5.3% |
| 6M | +5.2% | -8.8% | +14.0% | +5.1% |
| YTD | +38.3% | -6.9% | +45.2% | +34.6% |
| 1Y | +53.4% | -3.0% | +56.4% | +48.0% |
| All | +53.4% | -2.0% | +55.4% | +48.0% |
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