+7.8%
BR vs RBA
+44.6%
-36.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -1.9% |
| 7D | -5.9% | -1.1% | -4.9% | -5.7% |
| 30D | +1.9% | -13.2% | +15.1% | +5.6% |
| 3M | +14.7% | -21.4% | +36.0% | +21.4% |
| 6M | -12.8% | -20.9% | +8.1% | -7.9% |
| YTD | -23.0% | -19.9% | -3.2% | -19.6% |
| 1Y | -31.7% | -28.7% | -3.0% | -26.3% |
| 3Y | -4.8% | +27.4% | -32.2% | -13.1% |
| 5Y | +7.8% | +41.7% | -33.9% | -7.6% |
| All | +7.8% | +44.6% | -36.8% | -7.6% |
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 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