+1,172.5%
BR vs RBA
+531.9%
+640.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.5% |
| 7D | -5.3% | -2.9% | -2.4% | -4.6% |
| 30D | +6.4% | -12.3% | +18.7% | +10.0% |
| 3M | +13.6% | -20.5% | +34.2% | +20.0% |
| 6M | -6.7% | -18.5% | +11.8% | -2.3% |
| YTD | -21.1% | -18.2% | -2.9% | -17.9% |
| 1Y | -29.6% | -27.5% | -2.1% | -24.4% |
| 3Y | -2.4% | +38.1% | -40.4% | -12.5% |
| 5Y | +11.2% | +44.8% | -33.6% | -3.6% |
| 10Y | +191.8% | +187.1% | +4.6% | +103.7% |
| All | +1,172.5% | +531.9% | +640.6% | +573.1% |
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