+71.2%
BKR vs RBA
+29.8%
+41.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.8% | -4.4% | -1.3% |
| 7D | -7.0% | +0.1% | -7.1% | -7.0% |
| 30D | -8.1% | -2.9% | -5.2% | -7.7% |
| 3M | -6.6% | -20.9% | +14.3% | -2.7% |
| 6M | +0.9% | -17.7% | +18.5% | +4.0% |
| YTD | +31.1% | -18.2% | +49.3% | +34.4% |
| 1Y | +27.7% | -29.1% | +56.8% | +36.7% |
| 3Y | +71.2% | +29.5% | +41.7% | +61.6% |
| All | +71.2% | +29.8% | +41.4% | +61.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling