+51.3%
BHP vs RBA
-3.8%
+55.1%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.1% |
| 7D | +3.8% | +3.2% | +0.6% | +3.6% |
| 30D | -6.5% | +12.0% | -18.5% | -7.2% |
| 3M | -8.5% | +2.9% | -11.4% | -8.6% |
| 6M | -2.2% | -6.3% | +4.1% | -2.7% |
| YTD | +40.0% | -5.9% | +45.9% | +33.2% |
| 1Y | +51.3% | -3.9% | +55.2% | +42.3% |
| All | +51.3% | -3.8% | +55.1% | +42.3% |
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