+127.7%
BP vs RBA
+236.6%
-108.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.4% |
| 7D | -6.9% | +2.5% | -9.4% | -7.4% |
| 30D | -3.6% | +11.6% | -15.2% | -6.1% |
| 3M | +8.4% | +1.5% | +6.9% | +7.7% |
| 6M | +5.3% | -6.6% | +12.0% | +5.8% |
| YTD | +33.2% | -6.3% | +39.4% | +32.8% |
| 1Y | +28.2% | -4.0% | +32.1% | +26.9% |
| 3Y | +49.2% | +47.3% | +2.0% | +30.2% |
| 5Y | +102.9% | +47.7% | +55.2% | +73.0% |
| 10Y | +127.7% | +224.7% | -97.0% | +31.8% |
| All | +127.7% | +236.6% | -108.9% | +31.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling