+199.9%
RBA vs BG
+166.7%
+33.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.7% | +5.5% | +4.1% |
| 7D | +0.1% | +3.1% | -3.0% | -0.6% |
| 30D | -2.9% | +10.2% | -13.2% | -4.8% |
| 3M | -20.9% | -1.7% | -19.2% | -21.0% |
| 6M | -17.7% | +1.0% | -18.6% | -18.4% |
| YTD | -18.2% | +39.9% | -58.1% | -24.2% |
| 1Y | -29.1% | +53.2% | -82.3% | -35.8% |
| 3Y | +29.5% | +16.3% | +13.3% | +22.8% |
| 5Y | +40.2% | +83.9% | -43.6% | +15.5% |
| All | +199.9% | +166.7% | +33.2% | +105.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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