+2,974.7%
RBA vs BG
+954.5%
+2,020.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.7% | +0.6% |
| 7D | +1.7% | +2.6% | -0.8% | +1.2% |
| 30D | +8.3% | -6.7% | +15.0% | +9.8% |
| 3M | +10.5% | -9.3% | +19.8% | +12.4% |
| 6M | -5.9% | -18.3% | +12.5% | -2.6% |
| YTD | -6.9% | +16.2% | -23.1% | -10.9% |
| 1Y | -4.9% | +7.6% | -12.5% | -7.5% |
| 3Y | +64.5% | +6.6% | +57.9% | +57.6% |
| 5Y | +46.1% | +22.2% | +23.9% | +32.7% |
| 10Y | +208.2% | +112.0% | +96.2% | +134.9% |
| All | +2,974.7% | +954.5% | +2,020.2% | +1,754.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling