+27.4%
RBA vs BTG
+101.2%
-73.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -1.7% |
| 7D | -1.1% | +4.8% | -5.9% | -1.5% |
| 30D | -13.2% | +8.3% | -21.6% | -13.9% |
| 3M | -21.4% | +32.3% | -53.7% | -23.6% |
| 6M | -20.9% | +3.0% | -23.8% | -21.4% |
| YTD | -19.9% | +21.9% | -41.8% | -22.0% |
| 1Y | -28.7% | +28.2% | -56.8% | -31.3% |
| 3Y | +27.4% | +99.9% | -72.5% | +13.9% |
| All | +27.4% | +101.2% | -73.8% | +13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling