+9.7%
BKR vs RBA
-2.0%
+11.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.1% | -7.6% | -5.5% |
| 7D | -8.8% | +12.7% | -21.4% | -9.0% |
| 30D | -13.1% | +15.5% | -28.6% | -13.4% |
| 3M | -18.9% | -14.0% | -4.9% | -17.9% |
| 6M | -27.2% | -8.8% | -18.4% | -26.8% |
| YTD | +10.7% | -6.9% | +17.6% | +10.2% |
| 1Y | +9.7% | -3.0% | +12.6% | +8.9% |
| All | +9.7% | -2.0% | +11.6% | +8.9% |
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