-4.4%
ADP vs RBA
-26.9%
+22.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | -3.4% | -2.9% | -0.5% | -2.8% |
| 30D | +2.8% | -12.3% | +15.1% | +5.6% |
| 3M | +20.9% | -20.5% | +41.5% | +25.7% |
| 6M | +29.9% | -18.5% | +48.4% | +33.7% |
| YTD | +9.6% | -18.2% | +27.9% | +11.9% |
| All | -4.4% | -26.9% | +22.5% | -0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling