+1,541.0%
ALB vs RBA
+3,565.6%
-2,024.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.8% | -4.6% |
| 7D | -8.1% | -2.9% | -5.1% | -7.2% |
| 30D | +6.3% | -12.3% | +18.6% | +10.6% |
| 3M | -23.6% | -20.5% | -3.0% | -18.4% |
| 6M | -24.6% | -18.5% | -6.1% | -20.4% |
| YTD | -10.3% | -18.2% | +8.0% | -5.5% |
| 1Y | +61.5% | -27.5% | +89.0% | +76.8% |
| 3Y | -34.0% | +38.1% | -72.0% | -41.7% |
| 5Y | -44.6% | +44.8% | -89.4% | -52.9% |
| 10Y | +76.1% | +187.1% | -111.0% | +16.3% |
| All | +1,541.0% | +3,565.6% | -2,024.6% | +625.6% |
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