+1,320.3%
BR vs RBA
+627.3%
+693.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +5.0% | +3.2% | +1.8% | +4.2% |
| 30D | +16.6% | +12.0% | +4.6% | +13.2% |
| 3M | +12.0% | +2.9% | +9.1% | +10.9% |
| 6M | +30.7% | -6.3% | +37.0% | +32.1% |
| YTD | -11.9% | -5.9% | -6.0% | -11.7% |
| 1Y | -11.6% | -3.9% | -7.7% | -11.9% |
| 3Y | +15.0% | +64.9% | -49.9% | -1.4% |
| 5Y | +18.1% | +48.5% | -30.4% | +1.8% |
| 10Y | +278.6% | +211.8% | +66.8% | +158.7% |
| All | +1,320.3% | +627.3% | +693.0% | +623.4% |
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