+110.4%
BP vs RBA
+45.7%
+64.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | +2.6% | +1.7% | +0.9% | +2.4% |
| 30D | -6.4% | +8.3% | -14.7% | -7.3% |
| 3M | +8.0% | +10.5% | -2.5% | +6.6% |
| 6M | +6.0% | -5.9% | +11.9% | +6.1% |
| YTD | +36.5% | -6.9% | +43.3% | +36.3% |
| 1Y | +31.7% | -4.9% | +36.6% | +31.0% |
| 3Y | +48.6% | +64.5% | -15.9% | +35.9% |
| All | +110.4% | +45.7% | +64.6% | +110.9% |
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 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