+476.0%
A vs RBA
+2,550.8%
-2,074.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -1.9% | -2.9% | +1.0% | -1.0% |
| 30D | +6.9% | -12.3% | +19.2% | +11.2% |
| 3M | +9.2% | -20.5% | +29.8% | +16.5% |
| 6M | +25.7% | -18.5% | +44.2% | +32.8% |
| YTD | +11.5% | -18.2% | +29.8% | +17.2% |
| 1Y | +18.4% | -27.5% | +45.9% | +28.9% |
| 3Y | +26.6% | +38.1% | -11.5% | +10.7% |
| 5Y | -12.8% | +44.8% | -57.6% | -27.2% |
| 10Y | +247.2% | +187.1% | +60.1% | +120.1% |
| All | +476.0% | +2,550.8% | -2,074.8% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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