+66.2%
RBA vs BG
+4.1%
+62.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.5% |
| 7D | +3.2% | +5.0% | -1.8% | +2.8% |
| 30D | +12.0% | -3.2% | +15.2% | +12.3% |
| 3M | +2.9% | -11.2% | +14.1% | +3.7% |
| 6M | -6.3% | -19.4% | +13.2% | -4.9% |
| YTD | -5.9% | +13.6% | -19.5% | -9.0% |
| 1Y | -3.9% | +7.3% | -11.1% | -6.3% |
| All | +66.2% | +4.1% | +62.1% | +63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling