+454.8%
RBA vs BTG
+336.6%
+118.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.8% | -1.2% |
| 7D | -0.5% | -5.9% | +5.3% | -0.2% |
| 30D | +6.8% | -5.0% | +11.8% | +7.1% |
| 3M | +9.5% | -4.5% | +13.9% | +9.5% |
| 6M | -8.2% | -7.0% | -1.2% | -8.3% |
| YTD | -7.7% | +11.4% | -19.1% | -9.3% |
| 1Y | -6.9% | +20.1% | -27.1% | -9.0% |
| 3Y | +61.6% | +81.5% | -19.8% | +51.9% |
| 5Y | +44.7% | +32.1% | +12.6% | +37.5% |
| 10Y | +205.3% | +166.4% | +39.0% | +171.0% |
| All | +454.8% | +336.6% | +118.2% | +233.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling