+1,315.8%
BR vs RBA
+624.5%
+691.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.4% |
| 7D | +4.4% | +2.5% | +1.9% | +3.7% |
| 30D | +16.3% | +11.6% | +4.7% | +12.9% |
| 3M | +16.2% | +1.5% | +14.7% | +15.5% |
| 6M | +30.3% | -6.6% | +37.0% | +31.8% |
| YTD | -12.2% | -6.3% | -6.0% | -11.9% |
| 1Y | -11.3% | -4.0% | -7.3% | -11.6% |
| 3Y | +15.2% | +47.3% | -32.0% | +1.5% |
| 5Y | +18.0% | +47.7% | -29.6% | +1.8% |
| 10Y | +268.7% | +224.7% | +44.0% | +149.2% |
| All | +1,315.8% | +624.5% | +691.3% | +621.8% |
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