+22.6%
BROS vs RBA
+39.8%
-17.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.7% |
| 7D | -6.6% | -1.9% | -4.7% | -5.7% |
| 30D | -12.3% | -13.0% | +0.6% | -6.6% |
| 3M | -22.2% | -23.1% | +0.9% | -13.2% |
| 6M | -14.3% | -22.6% | +8.3% | -4.7% |
| YTD | -26.6% | -20.4% | -6.2% | -19.6% |
| 1Y | -31.5% | -29.6% | -1.9% | -20.4% |
| 3Y | +62.3% | +26.6% | +35.7% | +46.1% |
| All | +22.6% | +39.8% | -17.3% | +13.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling