+3,626.6%
BRO vs RBA
+3,468.6%
+158.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.3% |
| 7D | -7.6% | -1.9% | -5.8% | -7.3% |
| 30D | -6.9% | -13.0% | +6.1% | -4.4% |
| 3M | +12.8% | -23.1% | +35.9% | +18.3% |
| 6M | -5.9% | -22.6% | +16.7% | -1.5% |
| YTD | -15.9% | -20.4% | +4.5% | -12.8% |
| 1Y | -28.1% | -29.6% | +1.5% | -23.8% |
| 3Y | -7.0% | +26.6% | -33.6% | -13.0% |
| 5Y | +18.0% | +38.2% | -20.2% | +6.8% |
| 10Y | +293.9% | +194.7% | +99.2% | +202.0% |
| All | +3,626.6% | +3,468.6% | +158.0% | +1,978.9% |
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