+29.2%
ALL vs RBA
-5.8%
+35.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | +0.3% |
| 7D | +5.0% | +1.7% | +3.3% | +4.9% |
| 30D | +13.3% | +8.3% | +5.0% | +12.8% |
| 3M | +3.2% | +10.5% | -7.4% | +2.5% |
| 6M | +25.3% | -5.9% | +31.2% | +23.9% |
| YTD | +30.5% | -6.9% | +37.3% | +24.4% |
| 1Y | +29.2% | -4.9% | +34.1% | +22.3% |
| All | +29.2% | -5.8% | +35.0% | +22.3% |
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