+179.2%
BKR vs RBA
+36.6%
+142.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.0% | -5.7% | -6.5% |
| 7D | -6.7% | -3.3% | -3.4% | -6.0% |
| 30D | -8.3% | -9.8% | +1.4% | -6.5% |
| 3M | -5.4% | -23.5% | +18.1% | -0.8% |
| 6M | +0.8% | -21.5% | +22.3% | +5.1% |
| YTD | +31.8% | -21.2% | +53.0% | +36.6% |
| 1Y | +28.6% | -30.2% | +58.8% | +36.9% |
| 3Y | +71.2% | +25.3% | +45.9% | +60.5% |
| 5Y | +179.2% | +35.1% | +144.1% | +150.6% |
| All | +179.2% | +36.6% | +142.7% | +150.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling