+207.7%
RBA vs BTG
+164.8%
+42.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +2.0% | +1.0% |
| 7D | +1.7% | -9.1% | +10.8% | +2.4% |
| 30D | +8.3% | -1.6% | +9.9% | +8.3% |
| 3M | +10.5% | -2.8% | +13.4% | +10.5% |
| 6M | -5.9% | -7.6% | +1.7% | -5.9% |
| YTD | -6.9% | +10.2% | -17.1% | -8.6% |
| 1Y | -4.9% | +21.3% | -26.1% | -7.4% |
| 3Y | +64.5% | +82.7% | -18.2% | +52.8% |
| 5Y | +46.1% | +30.8% | +15.3% | +37.5% |
| All | +207.7% | +164.8% | +42.8% | +200.8% |
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