+304.1%
BP vs RBA
+4,003.4%
-3,699.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.1% |
| 7D | -11.6% | +4.3% | -15.9% | -12.5% |
| 30D | 0.0% | +16.3% | -16.3% | -3.5% |
| 3M | +6.7% | +1.3% | +5.4% | +6.0% |
| 6M | +2.2% | -11.1% | +13.2% | +3.8% |
| YTD | +33.0% | -8.5% | +41.4% | +33.4% |
| 1Y | +30.7% | -2.1% | +32.8% | +29.0% |
| 3Y | +44.2% | +44.6% | -0.4% | +28.0% |
| 5Y | +105.1% | +36.8% | +68.3% | +80.2% |
| 10Y | +133.5% | +227.3% | -93.8% | +59.3% |
| All | +304.1% | +4,003.4% | -3,699.4% | +118.1% |
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