+133.0%
AAPL vs RBA
+37.7%
+95.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | -0.7% | +4.3% | -4.9% | -1.7% |
| 30D | +1.7% | +16.3% | -14.6% | -2.3% |
| 3M | +9.7% | +1.3% | +8.4% | +9.0% |
| 6M | +19.3% | -11.1% | +30.4% | +21.8% |
| YTD | +26.3% | -8.5% | +34.7% | +27.3% |
| 1Y | +27.4% | -2.1% | +29.5% | +25.8% |
| 3Y | +93.6% | +44.6% | +49.0% | +70.3% |
| All | +133.0% | +37.7% | +95.3% | +98.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling