-3.8%
BROS vs RBA
+65.3%
-69.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.2% |
| 7D | -19.0% | +3.2% | -22.2% | -20.1% |
| 30D | -7.3% | +12.0% | -19.3% | -12.2% |
| 3M | -31.2% | +2.9% | -34.1% | -32.5% |
| 6M | -33.0% | -6.3% | -26.8% | -32.3% |
| YTD | -42.4% | -5.9% | -36.5% | -41.9% |
| 1Y | -37.7% | -3.9% | -33.9% | -37.8% |
| 3Y | +28.2% | +64.9% | -36.7% | +2.9% |
| 5Y | -43.4% | +48.5% | -91.8% | -55.3% |
| All | -3.8% | +65.3% | -69.1% | -18.0% |
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