+297.5%
BP vs RBA
+3,565.6%
-3,268.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | +3.9% | -2.9% | +6.9% | +4.6% |
| 30D | +7.6% | -12.3% | +19.9% | +10.6% |
| 3M | +0.7% | -20.5% | +21.2% | +5.2% |
| 6M | +15.5% | -18.5% | +34.0% | +19.6% |
| YTD | +30.8% | -18.2% | +49.1% | +34.9% |
| 1Y | +34.3% | -27.5% | +61.8% | +42.1% |
| 3Y | +35.1% | +38.1% | -3.0% | +21.1% |
| 5Y | +126.8% | +44.8% | +82.0% | +96.2% |
| 10Y | +123.4% | +187.1% | -63.8% | +57.3% |
| All | +297.5% | +3,565.6% | -3,268.0% | +120.6% |
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