+14.1%
BR vs RBA
+44.6%
-30.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.5% |
| 7D | +6.5% | +4.3% | +2.2% | +5.4% |
| 30D | +18.9% | +16.3% | +2.6% | +14.7% |
| 3M | +16.3% | +1.3% | +15.0% | +15.6% |
| 6M | +26.2% | -11.1% | +37.3% | +28.9% |
| YTD | -13.1% | -8.5% | -4.6% | -12.7% |
| 1Y | -10.5% | -2.1% | -8.3% | -11.8% |
| All | +14.1% | +44.6% | -30.5% | +5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling