+2,599.5%
RBA vs BG
+1,131.5%
+1,468.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | -2.9% | +2.8% | -5.7% | -3.5% |
| 30D | -12.3% | +12.0% | -24.3% | -14.4% |
| 3M | -20.5% | -7.7% | -12.8% | -19.5% |
| 6M | -18.5% | +4.5% | -23.0% | -19.9% |
| YTD | -18.2% | +35.7% | -53.9% | -24.1% |
| 1Y | -27.5% | +50.1% | -77.6% | -34.4% |
| 3Y | +38.1% | +12.6% | +25.5% | +31.1% |
| 5Y | +44.8% | +75.4% | -30.6% | +21.7% |
| 10Y | +187.1% | +150.5% | +36.7% | +111.4% |
| All | +2,599.5% | +1,131.5% | +1,468.0% | +1,480.3% |
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