-1.8%
BROS vs RBA
+64.7%
-66.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.4% | +4.2% | +5.5% |
| 7D | -17.9% | +2.5% | -20.4% | -18.8% |
| 30D | -5.4% | +11.6% | -16.9% | -10.3% |
| 3M | -32.1% | +1.5% | -33.6% | -32.9% |
| 6M | -31.7% | -6.6% | -25.1% | -30.8% |
| YTD | -41.2% | -6.3% | -34.9% | -40.6% |
| 1Y | -32.6% | -4.0% | -28.7% | -32.7% |
| 3Y | +32.7% | +47.3% | -14.6% | +10.8% |
| 5Y | -44.2% | +47.7% | -91.9% | -55.9% |
| All | -1.8% | +64.7% | -66.5% | -16.2% |
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