+36.6%
BP vs RBA
-2.0%
+38.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.1% | -6.2% | -4.0% |
| 7D | -8.4% | +12.7% | -21.0% | -7.9% |
| 30D | +2.2% | +15.5% | -13.3% | +2.8% |
| 3M | +8.8% | -14.0% | +22.8% | +7.7% |
| 6M | -0.5% | -8.8% | +8.3% | -1.1% |
| YTD | +36.2% | -6.9% | +43.1% | +36.7% |
| 1Y | +36.6% | -3.0% | +39.5% | +36.5% |
| All | +36.6% | -2.0% | +38.5% | +36.5% |
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