+25.1%
BROS vs RBA
+40.8%
-15.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -0.6% |
| 7D | -0.9% | -1.1% | +0.1% | -0.4% |
| 30D | -13.5% | -13.2% | -0.2% | -7.7% |
| 3M | -18.4% | -21.4% | +2.9% | -10.0% |
| 6M | -10.6% | -20.9% | +10.3% | -1.7% |
| YTD | -25.1% | -19.9% | -5.2% | -18.2% |
| 1Y | -28.6% | -28.7% | 0.0% | -17.6% |
| 3Y | +65.6% | +27.4% | +38.2% | +48.6% |
| All | +25.1% | +40.8% | -15.7% | +15.3% |
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