-27.5%
RBA vs BTG
+38.4%
-65.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.4% |
| 7D | -2.9% | -0.9% | -2.0% | -2.9% |
| 30D | -12.3% | +36.8% | -49.1% | -14.4% |
| 3M | -20.5% | +23.1% | -43.6% | -21.7% |
| 6M | -18.5% | +3.5% | -22.0% | -18.4% |
| YTD | -18.2% | +25.5% | -43.7% | -19.5% |
| 1Y | -27.5% | +40.1% | -67.6% | -26.1% |
| All | -27.5% | +38.4% | -65.9% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 1y: compounded portfolio wealth divided by compounded BTG 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…
1y analysis · Full analysis span regression · 6 months rolling