+292.5%
BKR vs RBA
+3,492.7%
-3,200.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.6% | +1.3% |
| 7D | +0.4% | -1.1% | +1.5% | +0.7% |
| 30D | +3.9% | -13.2% | +17.1% | +8.3% |
| 3M | -1.1% | -21.4% | +20.3% | +5.5% |
| 6M | +7.6% | -20.9% | +28.5% | +14.5% |
| YTD | +41.9% | -19.9% | +61.7% | +49.4% |
| 1Y | +42.2% | -28.7% | +70.9% | +54.9% |
| 3Y | +84.3% | +27.4% | +56.8% | +64.1% |
| 5Y | +215.7% | +41.7% | +174.0% | +162.4% |
| 10Y | +130.9% | +189.6% | -58.7% | +45.1% |
| All | +292.5% | +3,492.7% | -3,200.2% | +37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling