+199.9%
RBA vs BTG
+159.3%
+40.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.4% | +3.8% |
| 7D | +0.1% | -3.8% | +3.8% | +0.4% |
| 30D | -2.9% | +3.6% | -6.6% | -3.3% |
| 3M | -20.9% | +32.0% | -52.9% | -22.8% |
| 6M | -17.7% | +3.4% | -21.0% | -18.4% |
| YTD | -18.2% | +20.8% | -39.0% | -20.0% |
| 1Y | -29.1% | +22.4% | -51.5% | -31.0% |
| 3Y | +29.5% | +91.7% | -62.2% | +20.3% |
| 5Y | +40.2% | +79.0% | -38.8% | +29.7% |
| All | +199.9% | +159.3% | +40.6% | +187.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling