+285.2%
BRO vs RBA
+206.5%
+78.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.0% | -1.2% |
| 7D | -7.3% | +0.1% | -7.4% | -7.3% |
| 30D | -6.9% | -2.9% | -3.9% | -6.2% |
| 3M | +10.7% | -20.9% | +31.6% | +16.6% |
| 6M | -2.7% | -17.7% | +15.0% | +1.3% |
| YTD | -16.3% | -18.2% | +1.8% | -13.2% |
| 1Y | -29.1% | -29.1% | 0.0% | -23.7% |
| 3Y | -7.8% | +29.5% | -37.4% | -16.5% |
| 5Y | +18.7% | +40.2% | -21.5% | +2.5% |
| All | +285.2% | +206.5% | +78.7% | +160.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling