Inside the BORB Intelligence Layer
BORB does not surface metrics in isolation. It evaluates capital decisions across time, risk, dependency structures, and real-world constraints — transforming raw computation into judgment-ready intelligence.
Return Quality
Separates nominal performance from timing dependency, reinvestment assumptions, and cash-flow reliability.
Timing Sensitivity
Evaluates how exit timing, early cash flows, and holding periods influence perceived performance.
Risk Visibility
Surfaces volatility, downside exposure, and structural fragility instead of hiding them behind averages.
Capital Efficiency
Measures how effectively capital is deployed, recycled, and compounded over time.
Scenario Robustness
Tests outcomes across adverse, base, and optimistic assumptions without anchoring bias.
Decision Confidence
Flags false precision and highlights where outputs are sensitive to assumptions.