-29.1%
BRO vs RBA
-27.6%
-1.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.0% | -0.7% |
| 7D | -7.3% | +0.1% | -7.4% | -7.3% |
| 30D | -6.9% | -2.9% | -3.9% | -6.6% |
| 3M | +10.7% | -20.9% | +31.6% | +13.6% |
| 6M | -2.7% | -17.7% | +15.0% | -0.7% |
| YTD | -16.3% | -18.2% | +1.8% | -17.0% |
| 1Y | -29.1% | -29.1% | 0.0% | -28.7% |
| All | -29.1% | -27.6% | -1.4% | -28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling