-36.5%
BROS vs RBA
-4.2%
-32.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.4% | +4.2% | +5.8% |
| 7D | -17.9% | +2.5% | -20.4% | -18.6% |
| 30D | -5.4% | +11.6% | -16.9% | -9.0% |
| 3M | -32.1% | +1.5% | -33.6% | -32.0% |
| 6M | -31.7% | -6.6% | -25.1% | -31.8% |
| YTD | -41.2% | -6.3% | -34.9% | -43.2% |
| All | -36.5% | -4.2% | -32.3% | -40.0% |
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 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